First, read the "Installing plug-ins" section on the
Scripts page.
Once you install a script, re-start Anim8or. If the newly installed script is a "Command plug-in" (such as the Untriangulate Faces), there will be a new item in the "Scripts" menu. When you install a parametric-mesh plugin, a new button will appear in the left panel in Object mode and when you install an export plugin, a new option appears in the "Export" dialog box... That's it
