Cannot initialize ra1nstorm.run in Arch Linux

[Marioh2451]

Hello, I have been today trying to make the easy .run KVM tool work, but it didn't My terminal outputs are:
[marioarchpc@MARIOARCHPC Downloads]$ sudo su
[sudo] password for marioarchpc:
[root@MARIOARCHPC Downloads]# sudo chmod +x ra1nstorm.run
[root@MARIOARCHPC Downloads]# ./ra1nstorm.run
Verifying archive integrity... 100% All good.
Uncompressing ra1nstorm_stage2 100%
Checking if zenity and gawk are installed...
Launching setup...
No protocol specified
Unable to init server: Could not connect: Connection refused

(zenity:11888): Gtk-WARNING **: 17:58:35.833: cannot open display: :0