Thanks Norbert.
Its now asking for
./epsxe_x64: /usr/lib/x86_64-linux-gnu/libcurl.so.4: version `CURL_OPENSSL_3' not found (required by ./epsxe_x64)
That site says liburl.so.4 is part of libcurl3 and libcurl4, synaptic says I have libcurl4 installed and I have /usr/lib/x86_64-linux-gnu/libcurl.so.4 which is linked to libcurl.so.4.6.0