In this case, you’d want to save the file, then execute it with your terminal by navigating to the directory the script resides in, and running ./build_coreboot.sh.
Make sure that the file is marked as executable first - in Gnome’s file manager, it’s:
- Right click the file, click Properties
- Under the Permissions tab > Allow executing file as program
Make sure you install the dependencies that kakaroto mentioned first! After that, running ./build_coreboot.sh should do the trick.