How to make shortcut for .sh file?

You could create a .desktop file and place it into ~/.local/share/applications it would then appear in the searchable applications list.

Create the file: nano ~/.local/share/applications/RunRoR.desktop

Paste inside:

[Desktop Entry]
Name=RunRoR
Comment=Runs RunRoR.sh
Exec=sh ~/RunRoR.sh
Path=~
Icon=~/RunRoR.ico

Terminal=false
Type=Application
Categories=Utility;

Name is what will show up in the applications list.

Comment is just a description to help identify it.

Exec is the command that will be run.

Path is an optional working directory.

Icon is an optional icon file, remove this line if you don't have one.

Terminal specifies whether the command will run in a terminal window.

Type helps categorise the application in the type of .desktop file.

Categories is a list of applicable categories to help categorise the shortcut.

If your script generates output you want to see, then you could instead have the .desktop file launch a terminal and run the command, use the below exec command: Exec=gnome-terminal -t RunRoR --hide-menubar -- sh ~/RunRoR.sh