The literal answer is as others have given: because the current directory isn't in your $PATH.

But why? In short, it's for security. If you're looking in someone else's home directory (or /tmp), and type just gcc or ls, you want to know you're running the real one, not a malicious version your prankster friend has written which erases all your files. Another example would be test or [, which might override those commands in shell scripts, if your shell doesn't have those as built-ins.

Having . as the last entry in your path is a bit safer, but there are other attacks which make use of that. An easy one is to exploit common typos, like sl or ls-l. Or, find a common command that happens to be not installed on this system — vim, for example, since sysadmins are of above-average likelyhood to type that.

Does this sound too theoretical? It largely is, but it definitely can happen in reality, especially on multi-user systems. In fact, here is an example from this site where an administrator switched to a users' home directory and found ps to be masked by an executable of that name.

Your script should look like:

#!/bin/bash

passwd

Save it in a file, let say password.sh or simple password, then make it executable using next commands in terminal:

cd /path/to/password.sh  #or cd /path/to/password
chmod +x password.sh     #or chmod +x password

To run it from terminal, just use the following command:

./password.sh            #or ./password

or

/path/to/password.sh     #or /path/to/password

To run it only using:

password.sh              #or password

you must to add the path of the script to the PATH. See How to add a directory to the PATH? in this sense.

try:

abc/info.exe

but if it's really a Windows program, you will need to install "wine", then do:

wine abc/info.exe

but only some Windows programs will work under wine.

Try ./filename.sh If that doesn't work, post the code error so I can more clearly see what the problem is. Hope this helps!