Many scripts come with installation instructions. However, they are all really the same thing.
Installation is done 2 ways. You can type /load -rs filename.mrc for remotes and /load -a filename.mrc for aliases (replacing the filename with the correct one), or you can press Alt-R and then choose File > Open and select the file that way. Usually, that's the easiest way. Just make sure you are on the correct tab for what you are loading... Aliases should be loaded from the Aliases tab... Remotes from the Remotes tab.
As far as grouping them or separating them into separate folders... it's up to you. If you like being organized, then separate folders is best. If you just really don't care, then either is fine. Keep in mind that if you keep them all in one folder, it may be difficult to figure out what files go with what script if you want to remove them later on. You could also run into problems with multiple scripts trying to use a file that has the same name. In general, it's just better to have different folders, but it's up to you.
As for "calling" the scripts... it's different based on the script. Some allow you to right click somewhere to access them. Others don't have you do anything... they run in the background. Others have the information in the Commands menu. It all varies. If the script is a decent script, it should have at least basic documentation that explains how to use it. If it doesn't explain how to use it, then you can ask, or else just find a better script.