The LibICU library (international components for Unicode) is no longer included with your built apps starting with Xojo 2015 Release 2.
Xojo now uses the system-provided ICU libraries instead of statically linking them with every build (which it did in 2014r3 and 2015r1). This noticably reduces the size of built apps on Linux and allows security (and other) updates for ICU to be managed by the system. This is really the proper way to do things for Linux system libraries.
This does mean that your system will have to have the 32-bit version of libicu 4.2+ installed on it. Most current distributions already have this library installed, but older ones that you may already be using may not have libicu installed.
For Debian-based Linux distributions (such as Ubuntu), this command installs libicu:
sudo apt-get install libicu52:i386
For RedHat-based Linux distributions (such as CentOS), this command is used:
yum install libicu.i686