That's an invalid regex you got there, since there's an opening bracket ( but not a closing one.
Where you put events, that is in the remote. In mIRC, press alt+r, which takes you to the scripts editor. Then navigate to tab "Remote" and paste the code there.
On text events are like: on <eventprefixes/userlevel>:text:<matchtext>:<location>:
So for you:
on $*:text:<some regex expression>:#chat:{
if ($network == efnet) {
; do things
}
}
I use a check for network being efnet, instead of $server == irc.efnet.nl, because you might not always be on that specific server on efnet.
For some more information about on text events, check
here 
