It's not really a script, just a .keylayout mapping file.
On that page, click on the Code button and select Download Zip. You should get a folder with the icns and keylayout files in it wherever you keep downloads. Move both of those files into Home/Library/Keyboard Layouts. (To get to Home/Library, hold down option while doing Finder > Go.)
Then you go to your Input Sources settings and use the + button to add a new input source. This new one will probably be in the "others" category. Then you should be able to select it in the input menu at the top right corner of the screen. Restart your machine if it seems missing.
Just let me know if any problems.