What is your target device? Do you have a development kit with a programmer and all the software tools? Are you using a simulator package instead?
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BTW, a "shebang" error means your script that you're trying to execute is lacking a line like this at the top of the file:
#!/usr/bin/perl
If you were writing in perl, and had a perl interpreter, that's how you'd direct your system to its location to execute your script. However, you're not writing a simple script here. VHDL is a hardware markup that define electrical connections and behavior, usually within an FPGA. You need much more than a text editor to make it work.