script is going to Scripts folder, indicators - to indicators folder.
As to how to start so - this small thread may be very good start by links: How to Start with MT5, a summary !

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Hello All,
I am starting to learn MQ4 and MQ5 programming.
Can anyone kindly point me to good books out there for noobs?
Also when I am creating a script in the MetaEditor and then save it to the experts>indicators folder the script will do nothing even after I have compiled it.
What am I doing wrong here?
Also are there any good links you have found on this language for noobs?
Cheers,
Kurt