When you go into the script editor, every new script gets copied right above main on the left side of the window in the long list of scripts with a scrollbar. All scripts must go here. In this spot, the scripts are able to over-write what needs to be over-written and whatnot. There may be times when scripts clash and not all scripts will function with each other. In cases like that, pick and choose your scripts wisely, especially with XP because some scripts are only getting partial support now and he original creators may not want to continue to work on it and move on to the new makers (or other things in general).
Read the instructions that are posted in the original page where you picked it up from or with the script download itself which can be found either in a read-me file or generally in the first custom script in the script editor in rpgmaker. The instructions will typically be found at the top of the script in green (the green is created by a hash tag at the beginning of the line which means that the rest of that line is a comment. Comments are found all throughout scripts to describe what each portion is for. The instructions will be in one huge block of comments generally)
The help file will tell you everything you need to know about functions within the program, what file types are accepted, sizes of images that can be used etc. Refer to it if you have any questions first and foremost and if you can't find it, THEN that's where some of us can help out.
Remember that a lot of things can be easily googled. I know you're getting tired of being told this but you have to understand that some of us have answered questions like this hundreds of times already in the past either here or on other boards so it is frustrating having to answer these things again and again, especially after seeing that the person asking the question just really doesn't WANT to google the question. Now, I've taught you how to fish, so catch some fish.