Installing scripts is as simple as placing the script file/folder into the folder listed below. InCopy installations are identical to InDesign, except the folder is titled InCopy instead of InDesign.
InDesign CS4 & CS3
Mac:
Hard Drive > Applications > Adobe InDesign CS4 (or CS3) > Scripts > Scripts Panel or
Hard Drive > Users
> [username] > Library > Preferences > Adobe InDesign > Version 6.0 (or 5.0) > Scripts > Scripts Panel
Windows XP:
C:Drive > Program Files > Adobe > Adobe InDesign CS4 (or CS3) > Scripts > Scripts Panel or
C:Drive > Documents and Settings > [username]
> Application Data > Adobe > InDesign > Version 6.0 (or 5.0) > Scripts > Scripts Panel
Windows Vista:
C:Drive > Program Files > Adobe > Adobe InDesign CS4 (or CS3) > Scripts > Scripts Panel or
C:Drive > Users > [username] > AppData > Roaming
> Adobe > InDesign > Version 6.0 (or 5.0) > Scripts > Scripts Panel
InDesign CS2 & CS
Mac: Hard Drive > Applications > Adobe InDesign CS2 (or CS) > Presets > ScriptsWindows: C:Drive > Program Files > Adobe > Adobe InDesign CS2 (or CS) > Presets > Scripts