Hi,
you first have to edit the script a bit(..). Open it up with notepad and change the lines beginning with "filePath", "fileToLoad", "outputDir" and "outputFileName" to your environment/liking.
If you habe python installed seperately, just doubleclick the script now, it should run and create the file.
Else, put the script into your blender/.blender/scripts" directory.
In Blender, open up a "Text editor" window, load the script and press ALT+P while your mouse pointer is in the text editor window. That runs the script.
You can import the resulting .obj File in Blender by Menu "File"->"Import"->"Wavefront(.obj)".
hth, Tys