Double click it in windows.
Or from the command prompt you just type the file name and hit enter, assuming you are running a later version of Windows. If you are on 95, 98, etc. you may need to download and install Windows Scripting Host.
To send me a private message click on my user name on the left of this message and then you should see a send private message link.
Note: When you double click a script in Windows it will normally run, if you run it from a command prompt your firewall, maleware, or virus software may as you whether or not to allow it to run.