You need to read the community guide, search for tutorials, and etc before posting all of these requests you have. They're really quite simple, and can all be learned in a matter of minutes if you take the time. I doubt people will be so eager to help you in the future if you keep saying you don't know how for things this simple.
Copy the snipplet into a notepad file. Save the notepad file in your scriptbank as follows: proxyalarm.fpi
Find your scriptbank here:
C/Program Files/The Game Creators/FPS Creator/Files/scriptbank
Now whatever you have to apply the script to to make it work, right click on that object or light or whatever it is, and change the main script to proxyalarm.fpi
Success is not final--failure is not eternal.