I can not find it, where should it be? Or need to create manually?

created the file "example.zs" in the "scripts" folder, copied everything as an example, on the first line "#loader ccontenttweaker", but it still does not work and a lot of errors

Will need your crafttweaker log and Minecraft log

I made a quick change and didn't update the docs. The new way for scripts is to put them in the scripts folder like fir Crafttweaker, and then in the first line of the script put "#loader contenttweaker"

Added PR for fixes to the CraftTweaker, if you're script still isn't working after putting #loader contenttweaker (Note the thing you posted has 2 cc's at the beginning on it (While in the scripts folder), please open another issue.