A program (binary, or executable) is a file on disk somewhere, in a recognized format. Common formats include ELF on Linux, ...

SQL Server 2005's Management Studio offers lots of new functionality, but you can't always use a GUI. Sometimes you need to run a script from the command line, especially for an upgrade or install ...

You can run .SH or Shell Script files in Windows 11/10 either using Windows Subsystem on Linux or install Ubuntu and then execute the scripts.