You mean configure a n existing script you downloaded somewhere? that is different per script.
For most scripts you can just click on the Plus! logo on your contactlist and conversation window. If you see the name of the script in one or both of those menus, you can probably find all it's options there. Some other (mostly small) scripts simply don't have anything to configure, there should be a little help text in the description on the
download database that explains how to use them.
Hope that helps, what is the name of the script you have problems with?