You can definitely do that (with the adjustments the others mentioned like
sudo sh /pathto/script.sh or
./script.sh). However, I do one of a few things to run them system wide to not worry about dirs and save me useless extra typing.
1) Symlink to
ln -s /home/username/Scripts/name.sh /usr/bin/name
(be sure there is no overlapping name there, because you would obviously override it.) This also lets me keep them in my development folders so I can adjust as necessary.
2) Add the Scripts dir to your path (using .bash_profile - or whatever.profile you have on your shell)
3) Create Alias's in the
~/.bash_profile add something like:
alias l="ls -l"
As you can tell, the syntax is just alias, digits you want to act as a command, the command. So typing "l" anywhere in the terminal would result in
ls -l If you want sudo, just
alias sl="sudo ls -l" to note to yourself l vs sl (as a useless example).
Either way, you can just type
sudo nameofscript and be on your way. No need to mess with ./ or . or sh, etc. Just mark them as executable first :D