Then you can paste it in a text editor and if it is not too long you can verify the script.
And as this one is on github you can take a look directly.
curl -fsSL https://raw.githubusercontent.com/rgcr/m-cli/master/install..... > install.sh
curl -O ...
curl -o install.sh ...
curl -fsSL https://raw.githubusercontent.com/rgcr/m-cli/master/install..... > install.sh