In the readme file it sez:

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Upload the import script files and import_osc_configure.php to the same directory on your url.

Point your browser to one of the import scripts you want to run.
Example: http://www.yoursite.com/import_osc_customers.php
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It doesn't have to be in the root directory but in that example you would put those files in your root directory. Reminder: Do NOT leave them in there after you are done.

Jim