The file extensions in Unix are treated differently than in Windows. Windows uses the extension (ie: .exe) to know what kind of file it is, but Unix can look into the file to figure out what kind of file it's dealing with. Extensions are still used in Unix and are great for the user to see, but they are not necessary.
In the first page I showed a basic script with a 'shebang' that said
#!/bin/bash. The computer would look at that shebang to determine what kind of
file it is. To verify this you can use the 'file' command.
dave@[datadyne]:~/$ file update.sh update.sh: Bourne-Again shell script text executable
Bourne-Again SHell... BASH. It's a bash script, the file command did not look at the .sh part of the name, only the shebang in the file.