An installer for shell scripts, written in pure sh
I see a number of things that may help you improve this program.  I don't have a Windows machine handy, so these will all be Linux-based observations.

For local installation, don't use sudo

Right now, when the program is created for a local user, the use of sudo to copy it means it ends up owned by root.  That means that although it's in the local user's bin, they can't run it.  For local installation, sudo shouldn't be needed at all and would be a lot safer.

Don't duplicate entries in .profile

Right now, each invocation of your program will cause an additional possibly duplicate line to be added to .profile.  Better would be to only add a line if it doesn't yet exist there.

Use only POSIX features

Right now the code includes this line:

SCRIPT=$(&lt; /dev/stdin) # read from standard input


However, that's not necessarily portable.  Instead, use cat as in:

SCRIPT=$(cat /dev/stdin) # read portably from standard input