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.

Jack Wallen shows you the step-by-step process of compiling a C++ program on Linux, using Ubuntu Desktop 23.04 for his demo.

For example, to run Metasploit from Kali Linux in the Windows 10 command prompt, you would use the wsl -d kali-linux -e msfconsole command.