Run Script opens a common file open dialog for choosing an existing script. MAXScript then reads and executes the selected script. Any output is printed to the Listener window.
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Utilities panel > Utilities rollout > MAXScript button > MAXScript rollout > Run Script button
For detailed information about the MAXScript utility, open the MAXScript Help, available from Help menu 
MAXScript Help.
MAXScript Encrypted and Package Formats
You can’t open these file types for editing in 3ds Max, but you can run them, and you can access them by using the Asset Browser.
- MSE
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MAXScript Encrypted file (.mse). An encrypted MAXScript uses a binary format that can’t be read or edited, but that 3ds Max can run as it would an ordinary MS file.
- MZP
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MAXScript Zip Package file (.mzp). A MAXScript Zip package collects the related files that make up a scripted tool into a single file that you can run as you do an ordinary MS file. A MAXScript Zip Package can contain script source, bitmaps, icons, and so on.