I just started on ColdFusion and went trough the pain of installing it so check below how it went for me.
(Some) instructions for instalation are at
https://helpx.adobe.com/coldfusion/user-guide.html/coldfusion/using/install-coldfusion-2021.ug.html
Steps:
Download the CFServer for Ubuntu 2.0 (they are not telling you this I had to get it from support) https://documentcloud.adobe.com/link/track?uri=urn:aaid:scds:US:df35d898-6de0-4afe-bccb-03c6afbd0659
Run
unzip ColdFusion_2021_WWEJ_linux64.zip
unzip ColdFusion2021.zip
cd ColdFusion/cfusion/bin
./cfinstall.sh
and follow the on-screen instructions.
sudo ./coldfusion start