So, to see if I can figure out what step of the process you are in, I have a few questions for you. You mentioned SQL WorkBench; did you first install the SQL server? You need that running in order for the ruby script to connect to the database. If so, did you set it up as a local connection, and import the database file from the link I provided to Blizzards RMX-OS download? If all of the above are yes, the next question for you is, did you set up/modify the configuration file with your connections details? Bear in mind that you need to enter your IP address and port number that the database is using, otherwise the script can not connect to your database at all.
If all of the above fails, I could probably help you with this later tonight either via Skype, GoToMeeting, TeamViewer, et cetera.