Hey there,
Scripts should come with sufficient instructions on how to load them. I believe that particular script does. Obviously, due to the hundreds of scripts that exist it is impossible for us to tell you how to install all of them.
The script probably comes in a .ZIP folder. You need to unzip the folder to access the files inside - use a program such as
WinZip to do this. Extract the files to your mIRC directory (the folder that you're mirc.exe file is inside). Look for a .txt file, perhaps named 'readme' that tells you how to install the script.
Often you need to look for a folder which is named after the script, for example, a folder called 'Anaconda', and then copy and paste the mirc.exe file into the mIRC folder so that settings from .ini files and so forth will take affect (files such as mirc.ini contain mIRC's settings).
If you have issues, speak to the respective authors of the scripts you download. Contact information should be available in documentation. If the script doesn't come with documentation then deleting it might be an idea - I'm yet to come across a trustworthy/respectable script which has NOT got some sort of ReadMe file.
Regards,