You can add scripts to the menu which is Window > python scripts, you can run them from the File menu > run python script as Acadia says. In Poser 7 and up you can open the Scripts menu . The scripts menu contains all scripts in RuntimePythonposerScriptsScriptsMenu  but it doesnt update with Poser running.

All script should be in the Python/poserscripts folder and its best to create a subfolder to keep them organised.