I understand why you might be confused. So there are two things: scripts and plugins. Plugins include mods such as "Arrest Manager," "PoliceSmartRadio," StopThePed" etc while scripts includes mods such as "CopHolster," "EUPmenu," etc. The plugins go into your GTA V/plugins/LSPDFR while scripts go into GTA V/plugins.
The plugins inside GTA V/plugins/LSPDFR will show up and start working when you load up LSPD first response and then go on duty. For scripts to load up, you'll need to either check the boxes for them in the settings of RPH or when you're in GTA, you open the Rage Console and type in the plugin you want such as LSPD or EUP menu.