It runs as a dockable panel that is saved as part of your workspace.
To do so, you have to copy it in your 'Script/ScriptUI Panels/' folder located inside your After Effects installation path (on Windows: C:\Program Files\Adobe\Adobe After Effects CSX\Support files\, on Mac: /Applications/Adobe After Effects CSX/Scripts/).
If the folder 'ScriptUI Panels' does not exist, create it.

Have fun and enjoy

Your motion graphics eXchange Team