The scanline pattern is required to run the script. Copy and paste it into one of these two places: 

C:\Program Files\GIMP 2\share\gimp\2.0\patterns -OR-
C:\Users\user name\.gimp-2.8\patterns

Click the refresh pattern button at the bottom of the patterns dialog window in GIMP or Start/Restart GIMP.

The script needs to be installed in one of these two places:

C:\Program Files\GIMP 2\share\gimp\2.0\scripts -OR-
C:\Users\user name\.gimp-2.8\scripts

Refresh your scripts Filters > Script-FU - Refresh Scripts or Start/Restart GIMP

You can find the script at Filters > Render > Denim...