You can upload scripts in two different ways.
To use this option you must be logged in as host. Locate any Inject Anything module and in the context menu for the module you will see an Upload Script option.
Select this option and then in the next screen, browse for your script file and then click on Upload Script.
If you are comfortable using ftp, this is a good option as well. Just connect to your site using an ftp application, then browse to the /DesktopModules/DNNStuff-InjectAnything/Standard folder.
If you have a zip file that contains a script, extract that first before uploading and simply upload the script to the /Scripts folder.
A script file is simply a zip file that has been created by zipping up a script folder. The script file is unzipped into the /DesktopModules/DNNStuff-InjectAnything/Standard folder so your script file should include the proper folder structure to mimic the layout of the script.
Example: