This question may sounds silly to you. Today I was following some instructions to install a software in Linux. There was a script that needs to be run first. It set some environment variables.
The instruction told me to execute
./setup.sh runs the script, a new shell will be started that runs the script. That new shell cannot affect the parent shell that started the script.
. ./setup.sh is shorthand for
source ./setup.sh and it will run the script in the current shell, not start a new one to run the script. This means the script can alter the behavior of the current shell, e.g. set new environment variables.