I have a .sh file stored in some Linux system. The full path of the file is:
/comviva/CPP/Kokila/TransactionHandler/scripts/stopTH.sh
>
To execute a .sh script on Windows, you would have to have a suitable command interpreter installed. For example, you could install the Cygwin environment on your Windows box and use it's bash interpreter.
However, Windows is not Linux even with Cygwin. Some scripts will not port from one environment to the other without alterations. If I had a problem executing a script via Java in Linux environment, I would prefer to debug the issue in that environment.
Remember, you could start your Java process on Linux in debug mode and attach your IDE debugger in Windows to that remote process.