From what i can understand, you already have Elden Ring installed and you're just trying to get that tool installed?
Here's a basic explanation of bash scripts:
I've made a file named file.bash, the contents of that file is simply echo "hello world". All that will do is the return the output of "hello world" back to you when you run it.
Open a terminal and navigate to the same directory that file is located in, in my case its the desktop. So i just type cd ~/Desktop.
To run the script, use the command bash file.bash and press enter. The script has been run and it should return hello world in the console.
Now, instead of doing this with a file.bash, you need to do this with elden-proton.bash. Now I'm gonna be honest, i have never heard of this tool and don't really know what it does. So i have not done this on my computer.
When you've downloaded the script, you should probably allow it to be executed. Make sure you're in the right directory as well when performing this command.