Ok, that script is wrapped up in an installer (.mzp). This is effectively a sort of .exe file for max scripts/code.
Download it to your desktop and double click it. It should provide instruction on how to and where it will go.
Generally, it will end up as an item in max that you can add as a toolbar item
https://www.youtube.com/watch?v=RZl1o9fNHvg
In short, max has a Customize User Interface option that artists can use to create, update or remove items from a tool bar so that individuals can tailor the UI to their needs.
For your requirement, once the mzp has done its job, there will be a menu item in one of the categories (generally the name of the author of company) that you can simply drag onto a blank toolbar that you create. Once you have created a toolbar and added it, you need to save the toolbar. There is a Save button in the Customize User Interface dialog
So once you have downloaded it and run it, open Max and then watch the video on how to add items to a toolbar.
The point of the save is to ensure that each time you open Max, the toolbar is there. You can then open each file and click the toolbar item to open the script ui and then set and execute it.
As you seem to have many files, this is a solution, but probably not the fastest one. It will require some time.
You probably do not have a render farm, but this is the sort of task that would benefit from being sent to a farm for processing multiple files at once, but unless you have that and experience of using it, you will have to go the long route I am afraid.
Post back if you get any further issues.
regards
