Now THAT I can answer.
Well, sort of. If you go to Options - Languages - (Your language) - General. There is a button for editing associated extensions. Use that to add ksh to the list of associated extensions and Slick will handle those files the same as the other files.
On the other hand, I did not find the .sh extension predefined. But the C Shell and the Bourne Shell are predefined. If the Korn shell is similar to one of them, that would be the place to make the association.