The script is a MrEd script, not a MzScheme script. This is because files saved in the binary format make direct reference to MrEd entities (e.g. snip% and its descendants). MzScheme can't make head or tail of these references. This script does not open any windows, but it must be run in a graphical environment.
You could use MzScheme juju to make the script directly executable. I've chosen not to, in order to simplify the presentation.