I want to download and install some add ons and wonder about how to download the python script. This question is probably stupid but I really don't know the Answer.
Add-ons are written in Python. So after downloading your add-on file(s) it will be either a .py file or a .zip file depending on the add-on.
To install it, you go to file->user preferences->add-ons tab->install from file (found at the bottom)->choose your downloaded add-on->then the add-on information will appear after installing it->click the checkbox and the add-on will be active