How to add a script

Not sure how to add a script from , clicking the script name only allows to download the script and save it to the local disk.

You can only add scripts to Chrome/X-Notifier (any version) or to the old version 3.5.x X-Notifier in Firefox 56.0.2 or older.  You cannot add scripts to Firefox with X-Notifier 4.x.
After  you download a script...
To add a script, you can right-click on the X-Notifier 'X' icon, click Options, click the Scripts button, and click 'Add'... browse to where you saved the script, select it, click Open, and OK.