Actually, you don't need to keep the script.pig file in HDFS, the script file will be in local only.
You will need to use the exec command or run command for executing the script file in the Grunt shell. Below is the command that you can use.
1. exec <location of the file in local>/script.pig
2. run <location of the file in local>/script.pig
You can also refer to the below-given link for details :