In ER's first scripting tutorial it's done by adding the line in red to the Advice thread shown below:

Code:
 ;------------------------------------------
AdviceThread Help_Campaign_Keyboard_Shortcuts_Scroll_Thread
    GameArea Campaign

    Item Help_Campaign_Keyboard_Shortcuts_Scroll_Text_01
        Uninhibitable
        Verbosity  0 
        Threshold  1 
        Attitude Normal
        Presentation Default
        Title Help_Campaign_Keyboard_Shortcuts_Scroll_Text_01_Title
        Script scripts\show_me\yourScriptNameHere.txt
        Text Help_Campaign_Keyboard_Shortcuts_Scroll_Text_01_Text1
To run the script, you must hit the F1 key and click the "?" button on the scroll that appears. This causes the advisor to pop up; then you click the "Show me how" button on the advisor.