Cannot install EDR agent con cento7

I cannot install EDR agent on centos7 server

I downloaded EDR server from my dashboard and save it as a bash script

I copied this nash script on the server to protect and execute it: this is the console message

/root/sophos_edr.sh: line 1: #!/bin/bash: No such file or directory
This software is governed by the terms and conditions of a licence agreement with Sophos Limited

gzip: stdin: not in gzip format
tar: Child returned status 1
tar: Error is not recoverable: exiting now
ERROR: Failed to unpack thin installer: 2

What can I do?

Thanks