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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.
Ever wonder why you need a ./ before a Unix shell script or command of your own in order to run it? Here's what the Linux dot slash does and why Unix systems require the ./ syntax.