I am trying to install cabal-install. Readme says I should use bootstrap.sh to download and install the dependencies. It says I should use this script like below
$ ./bootstrap.sh
But I couldn't find such script in /
So, the question is, what is the bootstrap.sh script, what is its purpose and where to get it?
It's not in /, it's in your current working directory when you run the command. All directories have an implied . directory in them, which references the directory itself.
Thus, ./bootstrap.sh is in your working directory.
It's purpose is as described, to "download and install the dependencies".
You should be able to find it where the Readme file is or somewhere else in the file you downloaded (and maybe extracted).