Linux script not run

I have a script to run on linux.
This is the first time I try.

I upload the script from windows to linux. (ftp)

run the script ./test

got the error :   Permission Denied.

then I just think run as root.

so I do  :  sudo ./test

got the error:  command not found.

to fix it. only need to do is:

chmod +x test
./test  is running !!