You'll need to add that scripts directory to your
PATH variable. This can become tedious if you download a lot of self-contained executables. My recommendation would be to create a
bin folder in your home folder and place all your self-contained executable files in there.
Most recent versions of Ubuntu already have their
PATH setup to read from
$HOME/bin so it'll work after a restart of the terminal or after you type
source ~/.profile. Once that's completed you should be able to just enter
sage in to the terminal.
If you wanted to add another directory, other than
~/bin, you can open the
.profile file in your home directory and add the following line to the bottom:
/path/to/folder with the absolute path to the directory you wish to add. That will prepend the directory of your choice to your
PATH environment and it'll take effect once you enter
source ~/.profile (or restart the terminal).