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Install Git Bash: https://git-scm.com/
Then double click on the script in file explorer.
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$scriptPath = "C:\path\to\your\script.sh"
Start-Process -FilePath "cmd.exe" -ArgumentList "/c $scriptPath"
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Open Command Prompt and navigate to the folder where the script file is available.
Type Bash script-filename.sh and hit the enter key.