> How do you do that for Linux?

Varies by distro. For example, on my CentOS 7 desktop just now:

  $ cat /etc/pki/ca-trust/source/README
  ...
  QUICK HELP: To add a certificate in the simple PEM or DER
     file formats to the list of CAs trusted on the system:

     Copy it to the /etc/pki/ca-trust/source/anchors/
     subdirectory, and run the update-ca-trust command.

That README is part of the "ca-certificates" package.

As seba_dos1 points out though... why would doing this be needed for a single application?

It should be possible to point the cert validation code at a non-system-wide CA chain.