.sh execution asking for "how you want to open this file" , not executing in cmd

I have downloaded kafka and trying to execute the start script using

.\bin\kafka-server-start.sh
.\config\server.properties

in cmd prompt, but the script is not executing ,instead windows is throwing "How do you want to open this .sh file".

The current default in "Set Assosiations" is "unknown application", not able to figure out why it is not executed.

Solution

Kafka has seperate batch files for windows environment in <kafka dir>/bin/windows directory. Use those to run on windows environment like this.

Use kafka-server-start.bat and kafka-server-stop.bat for kafka cluster.