get-adgroupmember powershell multiple lines of code

Hi, somebody kindly provided a powershell script for listing all groups in AD, as shown below:

$Groups = get-adgroup -filter *
foreach ($Group in $Groups) {
Get-ADGroupMember -Identity $Group | select $group, name | out-file "c:\groupmembers.csv" -append
}

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However, as I am not from a powershell/scripting background, I dont really get how you run this. Some of the other scripts I have seen are "one-liners", i.e. get-aduser, where I can just copy and paste them onto the powershell console and run then, but for cipts with a few lines of code, do you have to save it as a specific file, and then "run the file"? If I add all the above to a single line of text and try executing that i get errors.