It’s difficult to say without knowing additional details such as what ARM device you have and what package you downloaded.
What Linux distribution and version is installed on your ARM device. What device is it? What architecture ( ARMv6, ARMv7, ARMv8)
This error generally appears when you use the wrong password. Sudo username and its password are requested when making changes to the nxserver. Did you see the prompt?
We have an article in our Knowledge Base specifically for devices which are not Raspberry.
Installation & configuration notes for NoMachine Linux ARM packages
For Raspberry: Installation & configuration notes for NoMachine Linux Raspberry Pi packages
To check what architecture your device is based on, open a terminal on your device and run the uname -m command.