Recent packages of Neo4j for Windows do not include
neo4j-shell. The Neo4j browser will only accept one statement at a time, making scripts consisting of multiple Cypher commands a problem.
Have a look at LazyWebCypher which will allow you to execute an arbitrary volume on Cypher code on your local Neo4j server.
There are multiple avenues to upload your script: provide a URL, select a file or simply paste the code. Then move to the other tab and hit the Import button.