Three things:
1) Instead of sudo getnokiadebs.sh, try becoming the root first:. Type root or sudo gainroot. Assuming you have rootsh installed.
2) To run the script from the current directory, you need to specify the path since the current directory is usually not on the PATH. Use ./getnokiadebs.sh. The dot and slash at the beginning tell the machine, "find the file in the current directory".
3) There won't be any "finished" prompt. The script is designed to run from the command line and there you can see the output, so no prompt is necessary. I do not know how MC works but it was based on Norton Commander which had a magic key (Esc) that allowed you to peek behind the blue panes and see the command-line output. Maybe MC has something similar?

Anyway, it seems to have worked. If you got about a thousand files, give or take a few hundred, then the job is done.