The most common way to run a .sh file is using the sh command:
C:\>sh my-script-test.sh
other good option is installing CygWin
in Windows
the home
is located in:
C:\cygwin64\home\[user]
for example i execute my my-script-test.sh
file using the bash command as:
jorgesys@INT024P ~$ bash /home/[user]/my-script-test.sh