ok, i don't want to wait for an answer anymore. Perhaps there is no 'installation' way. Especially, since this script is part of the component already and maybe is ignored, if You just upgraded from an older version of seblod.
I did it with phpMyAdmin and it works as expected.
Hint: Don't use the link from google drive, since there is a small syntax error at item 20. Stick to github.
Last hint: You must change the name of the table in the script (twice) by adding the prefix of your joomla db, ie replace `#__cck_more_countries` with something like `9q5sv_cck_more_countries` .