Have you tried a simple command line, well, you put only elf on your example, and I'm supposing no libraries need:
./jwasm -elf64 -Fo=file.o file.asm
./ld -o file file.o
If libraries are used you can try, but I know, you don't reached here because is not generating object file:
ld -o file file.o /lib/somepath/ld-2.15.so /lib/somepath/libc.so.6
Not sure but just an idea, on linux you can do an "echo $?" to echo a supposed code error and more info (like errorlevels on .bat files on windows or ms-dos), and you can find a better person to help you, maybe hjwasm developer.
Ok sir Cassio, good luck brother and welcome to forum.
On linux you have binutils package that is very usefull to assembly programmers. Debug under linux is not good, more than 1000 pages of read just to debug a program. Well man, the best choice can be a c way, on ms-dos you can acess things using interruptions (cry if this is your source code), direct access memory and port I/O (a bit of hope here). Some programs just terminate itself by doing a 'ret' instruction (windows and ms-dos tiny program), but on linux you should use a native call to exit or an exit function from c library, if not you receive a segmentation fault.
You say that it's an .exe file, so segments have been used, file is bigger than 64k.
Sorry, I really like to help you, but without source or more info I cannot.