Hope you are doing great.
You don't need to keep the script.pig file in HDFS, the script file will be in local only.
You need to use the exec command or run command for executing the script file in Grunt shell.
1. exec <location of the file in local>/script.pig
2. run <location of the file in local>/script.pig
Please refer to the below given link for details :
Please go through it and let us know if you have any further query.
We will be waiting for your response.