no problem.
For usual you have a .lsp (or /.fas./vlx) file with code inside, so you can drag&droop the file into your drawing or
load it by command APPLOAD (often you will see informations about loaded function names in commandline/Textscreen [F2]).
In the case here, you have the (Lisp)sourcecode only, so you have to create a .lsp file yourself:
Open EDITOR, copy&paste the code into, save as <Name of your choice, but often the part after "defun c:" is senseful
> incl. the file extension .LSP
In this case here:
Save it to your new AutoCAD Custom Tools folder wherever\Tools\AllNoPlotLayers2VPFRZ.lsp
Now, you can load this file by drag&drop into your drawing or by APPLOAD command.
Note: In APPLOAD dialog, you can set up Acad to load this file into every file by open that file.