How to package Carbon Black Protection agent?

I don't have specific experience with this product, or at least this variation of it. But from the screenshot, it looks like they are another vendor that expects you will run around and manually double click on a .sh file or drag it into Terminal to install it. Ugh. The laziness of security vendors these days is just staggering.

Anywho, my advice is two-fold. One, tell them they need to develop a proper Mac installer and not a cop out installer script that they expect you to wrap up into something deployable.
Two, you can take that folder (Low Enforcement - Macs-redhat) and rename it to something like CBPInstaller, then copy it into a place like /tmp/ and then drag that, from /tmp/, into a new Composer source (drag into the sidebar to copy it in) Finally, add in a postinstall script that runs that b9install.sh script with something like

/tmp/CBPInstaller/b9installer.sh

Lastly, build it as a .pkg (not .dmg)

As I, again, don't have direct experience with this product, I can't guarantee it will work, but it looks like it should. Essentially, it should drop that CBPInstaller folder into /tmp/ and then run the script inside it with all it's components in one place. How well this will work is dependent on how they crafted the install script. It might still fail if they expect it to be run from the Desktop or some specific location, but hopefully they weren't quite that lazy.