sh is your shell (the command line). You can get to one in a few ways:
Press Ctrl-Alt-F2
This gets you to a login shell (it's actually Bash, not sh, but that doesn't matter). You can login there and you'll be able to run your shell scripts (the speedtouchconf.sh file is a shell script).
Or
Find 'Terminal' or 'xterm' or 'konsole' or something similar in your KDE or Gnome menu.
This will give you a small shell inside KDE or Gnome to use from which you can run the scripts.
Once you have got yourself a shell by one of the methods above, you can type sh /root/scripts/speedtouchconf.sh (for example).
That should run the script. (You'll have to change '/root/scripts' to be whatever directory speedtouchconf.sh is in.)
Hope that's some use.