The steps to follow to install a script depends if it has been packaged to a .MZP file (file format introduced by 3dsMax to allow automatic installation of maxscripts) or not.
All the scripts provided on this website, taken appart the old ones, have been packaged as .MZP files.
To install them, you just have to launch 3dsMax and to drag and drop the .mzp file into one of the 3D viewports. The installation dialog window will then opens and guide you through the next steps.
Once the script has been installed, and in case it is a macroscript (specified on the installation window), you can create a button in the GUI to easily launch it. For more details, read How to create a launch button for a macroscript.
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