GIMP Version:
Operating System: Linux
GIMP Experience: Experienced User

It just occurred to me that new users may stumble over the idea that discussions here talk about "scripts" and "plug-ins" for GIMP but when installed they encounter them as "Filters" on the GIMP menu.

And anyone will tell you, "Oh yeah. You definitely want to use Filters."

"Scripts" are programs, written most commonly, I guess, in Scheme (a LISP-like language, or perhaps it is now v.v.) and "Plug-ins" are, these days I guess too, most commonly written in Python. Both do filtering/apply filters. (Many moons ago, as I but dimly recall or only imagine, "compiled" programs like from C source (think .com and .exe files in Windows) could be installed as well, thus "plug-ins/" and "scripts/" and not "python/" or "scheme/" folders.)

Just where GIMP looks for external file filters|scripts|plug-ins is configurable from the menu in GIMP:
Under Edit->Preferences
and then under +Folders on the LHS
clicking on Plug-ins or Scripts.

Typically "Scripts" (*.scm files) are copied into a folder name 'scripts/' (in the previously found list).
"Plug-ins" (*.py files) are found in 'plug-ins/' folders.

In my not necessarily generic case in Ubuntu, as an example, GIMP searches for scripts in four places[1]:
~/.config/GIMP/2.10/scripts/
~/.gimp-2.10/scripts/
/usr/share/gimp/2.0/scripts/
/usr/lib/gimp/2.0/scripts/
[1] this is probably the result of years of my never doing any house-cleaning after upgrades and GIMP upgrades being conservative about preserving user settings

When you download a script, you extract it from its archive (if so delivered) and copy the .scm or .py file into whichever directory your GIMP configuration indicates it will be searching. (I can imagine it might be that the script/plug-in may also need to be marked 'executable' [chmod u+x <scriptname>], but may be not.)

Incidentally, a careful look inside the scripts (they are after all text files) provides the information about the menu in GIMP under which they will be found--not always obvious in every single case.

Scripts are always in Scheme. They don't need to be marked as executable.

On Unix-like systems plug-ins are in whatever can be marked "executable" if Gimp has API bindings for the language used: C, but also C++, and most compiled language that can always use the C bindings, and Python for "interpreted" language (there are also Perl historical bindings...). On windows, plugins are binary .EXE (in whatever language can use the API bindings), and there is a special case for Python.

A better way to find where to look for the plugin menu entry is the plugin documentation

...which is kind of like saying: "A better way to get rich is to own an casino."

While I can't always find the documentation, I can open a file, attention-span permitting.

Thank you for correcting and clarifying.