You can't.

OK, that's a bit of an exaggeration. It's complex, but here's how to do it.

The Linux software for the Compact File Set hasn't been updated in years and only works with ancient versions of Linux. Here's how to temporarily install an old version, install the software, and then liberate your files.

0. Install VirtualBox or your favourite Virtual Machine.
1. Install Ubuntu 18.04.6 LTS (Bionic Beaver)
2. Once you're in Ubuntu, run sudo apt install make gcc
3. Download the Pismo File System Redirector build 23X for Linux.
4. Run chmod +x fsr-23X-lin.run
5. Extract it with runstub_folder=. ./fsr-23X-lin.run
6. Go into the folder it created cd fsr-23X-lin/
7. Install with sudo ./fsrcmd install
8. Go back to the location where you downloaded the files cd ..
9. Downloand the Pismo File Mount build 23X
10. Run chmod +x pfm-23X-lin.run
11. Run sudo ./pfm-23X-lin.run install
12. Mount the file with pfm mount YourFile.cfs
13. Type the file's password (not your login password)
14. Open your file explorer, you should see the folder mounted with the files ready to copy off.

If that doesn't work, there is an alternative.

1. Download an install Pismo File Mount build 23X as above.
2. That installs a helper app called ptcfs
3. Run ptcfs extract YourFile.cfs and all the contents should be unpacked.

Thanks to the NHS for supplying my medical files free of charge. But why did they have to use this weird and non-standard file format? Luckily the medical images are in DICOM format, so I can 3D print my brains.