This website has a concise tutorial on how to use SQL Server Management Studio. As you will see you can open a “Query Window”, paste your script and run it. It does not allow you to execute scripts by using the file path. However, you can do this easily by using the command line (cmd.exe):
sqlcmd -S .\SQLExpress -i SqlScript.sql
Where SqlScript.sql is the script file name located at the current directory. See this Microsoft page for more examples