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Not sure I understand the question. The whole point of a script is to automate a multi-step task. Can you elaborate on why would you type a script into the command-line? Then it might be clearer how to answer your question.
A script goes into a file. To run it, set the execute permissions. In the CLI, type ./filename to run it (within its directory). From an arbitrary location, type the full path. From the GUI double-click.
A large percentage of Linux utilities are scripts. Open one with an editor to see how it is set up.
Ok. Well if you're only ever going to use it once in your life, then you could enter it one command at a time on the CLI. An alternative is to enter several commands separated by &&, i.e.
<commandthefirst> && <commandthesecond> && ...
But if you think you might need to use it again in future, then you should definitely save the text as a file (usually with a .sh extension), then chmod +x <nameoffile>, then ./<nameoffile> to run the script.
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