Running Linux shell scripts on Windows is very useful to me. We may need to tweak some scripts depending on the environment in use.
One of the best ways to run them, is within Cygwin. This is something I have already written about.
If Cygwin is too bulky for you, you can use UnxUtils. This is a small set of widely used Linux Utilities, and includes the zsh shell. If you use this you will need to limit the scripts to those that use the commands available within this set. However, it still packs in a lot of paunch.
You might need to ensure the file path syntax expected by the given script matches the environment. Cygwin supports both forward-slash and backward-slash. However, please check the documentation/test to see what works.
Last option, is to run Linux on Windows using Virtual PC. That’s the best bet if you can invest the time needed to do the setup. Instructions are available here. However, this will not be able to access your Windows file system. If that is important for you (like it is to me in most cases), please stick to Cygwin. On the other side, if you are testing code that will eventually run on a Linux machine, the VPC method is better.