do you mean when logged into a system, how do you run a nsh script? putty is a ssh client, and there are many others.
you need to have nsh installed on the system that is trying to run this script. you have a couple options:
or, make sure the first line of the script has '#!/bin/nsh' and chmod the script so it has execute for the user running the script (eg chmod 755 <script> would give owner, group and world execute) and then ./script would run it from the cwd.