Scripts of that name are usually
executed, not installed. Executing them installs other things. To execute it, normally you type:
in a terminal. You may need to be root or use `sudo` depending on your distro.. If there are other (specific) instructions, they should be in a README or INSTALL text file that came with the software.
Note that your distro's package manager will probably not know about the package that you install using this install.sh method.