What’s a .sh file?

If you open your second link in a browser you’ll see the source code:

#!/bin/bash
# Script to download individual .nc files from the ORNL
# Daymet server at: http://daymet.ornl.gov

[…]

# For ranges use {start..end}
# for individul vaules, use: 1 2 3 4 
for year in {2002..2003}
do
   for tile in {1159..1160}
        do wget --limit-rate=3m http://daymet.ornl.gov/thredds/fileServer/allcf/${year}/${tile}_${year}/vp.nc -O ${tile}_${year}_vp.nc
        # An example using curl instead of wget
    #do curl --limit-rate 3M -o ${tile}_${year}_vp.nc http://daymet.ornl.gov/thredds/fileServer/allcf/${year}/${tile}_${year}/vp.nc
     done
done

So it’s a bash script. Got Linux?

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In any case, the script is nothing but a series of HTTP retrievals. Both wget and curl are available for most operating systems and almost all language have HTTP libraries so it’s fairly trivial to rewrite in any other technology. There’re also some Windows ports of bash itself (git includes one). Last but not least, Windows 10 now has native support for Linux binaries.