running a .sh script in the Ubuntu terminal

Permission denied even after chmod? Check where the script is. On a Windows/NTFS drive, or somewhere mounted noexec, chmod does nothing. Copy it into your home folder and run it from there.

chmod +x script.sh then ./script.sh. or skip the chmod and run bash script.sh. the thing that catches people: if the script was written or saved on Windows you get a weird bad interpreter error with ^M in it. that's Windows line endings. dos2unix script.sh fixes it, or sed -i 's/\r$//' script.sh if you don't have dos2unix installed.