I know how to run the script I created. But it is a matter of pain that I need to change directory through terminal and run my scripts.
I need to run the slowloris
You have to copy or link the script into a directory that is on the $PATH. Usually /usr/bin and /usr/local/bin/ are on the path so these are good locations to link or copy the script to.
ln -s /path/to/your/script /usr/local/bin
If you are not root you will either need to sudo that command or run it as the root user.