How to use a script?

In another thread, i just remembered how i badly need some guidance about scripts.
I mean NOT to WRITE any (i have lots of imagination… but not enough to imagine myself beeing able for such!)… But how to use one when i could need it.
It’s an over-abstract concept, to me…
I red many nice stuff about developpers work. Sometimes it’s like an ecstatic flash: “Waow! This is f-a-n-t-a-s-t-i-c!”. I follow the link and happen to download a “Script file”… And then… And then… :o …Well, Well… Ooh! What am i damned supposed to do with it? :eek: Where is its PLACE? How can i see it at work?
Is there a step by step tutorial that shows how to get a script to be usefull INSIDE Blender’s UI?