To make the script executable, use the
sudo chmod +x install.sh
If you run
ls -la, you'll see the file is now executable:
-rwxr-xr-x 1 pi pi 684 Dec 16 17:28 install.sh
You'll now be able to execute the script successfully:
It's worth mentioning that the file doesn't have to be executable to run it. You can also use
sudo sh install.sh, but making it executable is handy in order to execute the script directly.