hi, the script/folder is not supposed to be on the board: those scripts are for you to run them from your host computer if you want to use them.
So if you want them on your computer you should download a zip archive from here, after selecting the appropriate branch) and unzip it on your computer. (I would recommend the dev branch just now, as it has all the latest features and is rather stable, though still requires some testing.
Most of those scripts, if you really want to, should work from within the board itself : each of them would ssh FROM the board INTO the board and carry out those duties.
One of them is an exception: build_pd_heavy.sh requires internet access in order to work (as it contacts the Heavy server to get the C code). Depending on your setup, it may not be straightforward to connect the board to the internet.