1) Make sure it was in your Remote section,
ALT+R. It's very likely they won't work in the Aliases section, nor will they work in any other section of the Script Editor.
2) Put the code in a new file,
File >
New.
3) Make sure your Remote is on,
/remote on.
Most addons on scripting websites come in a .zip file where you can unzip it to the mIRC directory. It usually contains a .MRC file. You can load this file into mIRC using
/load -rs filename.mrc - Snippets are often pasted though.
Make sure that you read any documentation that comes with the scripts to make sure you're using it correctly. You might simply be mistyping an alias or you've pasted it in the wrong section of the Script Editor, etc.
Hope you get it sorted
Regards,