How to add a script?

So I’m a totally new person trying to make an openwrt router that will automatically connect my iPhone’s hotspot over usb to an android tablet I’ve integrated into my car. I’m having a hard time understanding how I add scripts on startup, specifically when an instruction tells you to add a file somewhere under “/etc/lockdown/”.

Do I access my raspberry pi 4 hard drive and place it in a text file on there or do I use type it directly into the PUTTY program I have line-by-line?

This is the guide I’m following

I updated the page.
You can just copy-paste the whole code block to the command line.
See also: SSH Access for Newcomers

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