henry@ubuntu:~/Downloads/vim-master/vim-master$ sh ./configure
./configure: 6: exec: ./configure: Permission denied
henry@ubuntu:~/Downloads/vim-master/vim-master$ ./configure --help
./configure: 6: exec: ./configure: Permission denied


sudo make
Starting make in the src directory.
If there are problems, cd to the src directory and run make there
cd src && make first
make[1]: Entering directory '/home/henry/Downloads/vim-master/vim-master/src'
rm -f auto/config.status auto/config.cache config.log auto/config.log
rm -f auto/config.h auto/link.log auto/link.sed auto/config.mk
touch auto/config.h
cp config.mk.dist auto/config.mk
rm -f auto/config.cache
if test "Xfirst" != "Xclean" \
-a "Xfirst" != "Xdistclean" \
-a "Xfirst" != "Xautoconf" \
-a "Xfirst" != "Xreconfig"; then \
GUI_INC_LOC="" GUI_LIB_LOC="" \
CC="" CPPFLAGS="" CFLAGS="" \
LDFLAGS="" srcdir="." \
./configure \
\
\
\
\
\
\
\
\
\
; \
fi
/bin/sh: 5: ./configure: Permission denied
Makefile:1677: recipe for target 'config' failed
make[1]: *** [config] Error 126
make[1]: Leaving directory '/home/henry/Downloads/vim-master/vim-master/src'
Makefile:26: recipe for target 'first' failed
make: *** [first] Error 2

well for one thing why are you using this for run configure?
the norm is
looks like sh is not allowing somethings to be pass through it whereas if your running bash and not sh well then, just try running it like this and see what happens.
it goes like this

1. ./configure
2. make
3. sudo make install