> But I wonder how they execute this script.
As I mentioned earlier, the trick is to have no shebang.
If the first line of a file of shell commands starts with the characters "#!", the results are unspecified.
[...]
If the execve() function fails due to an error equivalent to the [ENOEXEC] error [...], the shell shall execute a command equivalent to having a shell invoked with the pathname resulting from the search as its first operand, with any remaining arguments passed to the new shell, except that the value of "$0" in the new shell may be set to the command name.
Source: http://pubs.opengroup.org/onlinepubs/009695399/utilities/xcu...