Running .sh files on Cygwin

[K. Basu]

I am very new to Cygwin, and ran into the following problem while
trying to run a .sh file. On typing ./filename.sh at the prompt, I get
a series of  'command not found' errors on what I suppose are several
line numbers from the .sh file, followed by a syntax error near
unexpected token 'elf' and so on.

How should I fix this? Thanks for your help.

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