It is an easy procedure, but not everybody knows how to do it, especially somebody who is using RMXP the first time. So, here is your ultimate tutorial how to do it.
Step 1:Run RMXP. Depending on which version you have, you will see one of those three icons. Keep in mind that your RMXP is called "RPGXP.exe" no matter what, in this image they are only named differently for convenience.
Step 2:Open the scripts Editor. Click on the little icon on the top menu like in the screenshot. Note that you can open it by pressing F11 as well.
Step 3:You will see two window blocks like in this image:
(click on the image to see the fullsize image)
Scroll the left block until the bottom and right click on the "script slot" called Main. A context menu will appear from which you choose "Insert".
Step 4:You can name the slot in the little text box just below. Now paste the script code into the empty right block of the window.
Step 5:Press OK to confirm the change in the scripts and you are done.
Notes:You should experiment with the program. Sure, you can ask somebody at a forum for help, but until somebody answers your question, you could have most probably figure it out on your own.
Also keep in mind that there are 3 versions of RMXP which means that the visual appearance may alter.