Dont feel stupid, we all have to learn!

Invisible is a mode, rather than a script. It doesnt really make you invisible, it just makes it harder for ppl to find you unless they know the exact spelling of your nick or are in the same channel that you are.

In mIRC's connect dialog (file/connect) at the bottom you will see a box to check to set invisible mode. You can also do it by typing /mode $me +i or /mode yournickname +i
You have to use the / so that mIRC knows you are sending a command. Once you set it, look at the top of your status window, next to your nick you will prolly see [+i]

Altho its specific to DALnet, the document at has some info on user and channel modes you may find helpful

ParaBrat @#mIRCAide DALnet