Enter "#!/bin/sh"
before script.
Then save it as script.sh
for example.
copy it to $HOME/bin
or $HOME/usr/bin
The directory can be different on different linux distros but they end with 'bin'
and are in home directory
cd $HOME/bin
or $HOME/usr/bin
Type chmod 700 script.sh
And you can run it just by typing run.sh
on terminal.
If it not work, try chmod +x run.sh
instead of chmod 700 run.sh