If you want to run the Ubuntu Linux desktop in Windows 10 for work, I recommend you do it via a virtual machine (VM) program such as Oracle's VirtualBox.

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.