This was a common point of confusion that we hope we have rectified by adding descriptions on the downloads page - this just went live about a day ago. Oh, I see that it lumps the osmesa in with the other packages for release candidates (cc @jourdain).
The osmesa version you have downloaded does not include the GUI application. It is intended for use as a server only on a remote computing system without X11.
You want to download and use https://www.paraview.org/paraview-downloads/download.php?submit=Download&version=v5.7&type=binary&os=Linux&downloadFile=ParaView-5.7.0-RC2-MPI-Linux-Python2.7-64bit.tar.gz instead. That package includes paraview.