SQL Script allows you to create, view, edit and execute SQL scripts. To open SQL Script Editor select the Tools | SQL Script... main menu item. This tool is intended for work with a great number of SQL statements and with scripts that are stored in files. For instance, you can execute a script directly from a file without loading it to the Editor window. This reduces memory usage. However SQL Script allows just to estimate whether the execution of script statements will be successful, but it does not return query result.
Note: To execute SQL scripts you should use SQL Script, not SQL Editor. The latter is intended for creating, editing and executing SQL statements. It also provides a possibility to view query result, perform various operations with it (data import, data export, etc.) and manage transactions.