How to solve "No such file or directory" when installing Unreal Engine on Ubuntu?

First off, I'm a noob. So this is all new to me.

I downloaded Linux_Unreal_Engine_5.0.3.zip from unrealengine.com/en-US/linux and I also downloaded V20 clang-13.0.1-based as well as V19 clang-11.0.1-based, just in case, because I didn't know which would be compatible.

When I follow the directions on the docs.unrealengine.com site I get No such file or directory. I extracted everything already and I only typed ./setup.sh as instructed by the site.

I'd really appreciate someone's patient guidance with this. I've looked everywhere on the internet for a solution.

For some reason UE5 Linux package is missing two sh files

SetupToolchain.sh
BuildThirdParty.sh

Signup for github unreal engine repository. Then these files can be downloaded from here: https://github.com/EpicGames/UnrealEngine/blob/release/Engine/Build/BatchFiles/Linux/SetupToolchain.sh https://github.com/EpicGames/UnrealEngine/blob/release/Engine/Build/BatchFiles/Linux/BuildThirdParty.sh

• Just click raw and save it as sh instead txt (ctrl+s).
• Then right click these files>properties>permission>allow execute
• Then copy it in Unreal/Engine/Build/BatchFiles/Linux/
• sudo ./Setup.sh in terminal