what you have to do it the following :
open up a terminal (Ctrl+Alt+T), (or preferably move to the folder with all the files you shared (install.sh, ect...) and right click on empty space and select the menu option "open in terminal"), if you simply opened up a terminal and are in the wrong folder you can put yourself in that directory in the terminal by typing
cd Downloads/RTL8188C_8192C_USB_linux_v3.4.4_4749.20121105 (or whatever the real path to the folder is,
cd means "Change directory"), then in the opened termianl window, type :
chmod +x install.sh
(if you wish to copy paste these commands in there are several methods, you can Ctrl+C them here then in the terminal Ctrl+Shift+V, or you can simply highlight them here, then in the terminal press down the scroll wheel)
then once you've done that we are certain your install script is executable (it very likely already was).
then you may execute it with :
it might prompt you for details as to your prefered instalations settings or it may be able to sort everything out on it's own.
.sh is a file extention for shell scripts a universal (universal as in, it
.sh is runnable on every operating system) executable file type that cannot contain much beyond scripting. Scripts however are very usefull for both installing things and automating repeatable tasks.
this isn't the last time you'll use
.sh files. Many linux programs use them as launchers or installers.
hope this helped! :)