I'm not sure how the tutorial has you use the script, but you can pretty much put scripts wherever. I have mine in documents > maya > scripts (as you've created).

In the script editor, (window > general editor > script editor) you can load scripts (file > load script or Ctrl - o ) and browse to your script directory.

Also in future, you may want to put questions like this in the Maya Basics & Newbie Forum ... as technical issues are more often hardware problems or installation questions or crashes, things like that. You'll probably have a better chance of people answering your questions quickly that way.