There is a difference between text files on Unix and Windows systems. Unix text files end each line with a linefeed character (LF), while Windows systems use both a carriage return and a linefeed character (CR/LF). Because of this, there can be some issues when copying text files between the two systems. Unix text files may look like the lines all run together on Windows systems, and Windows text files may not be read properly by applications that don't expect the extra carriage return at the end of each line.
The edit-epub.app script is a Unix text file. If it is downloaded to a Windows machine before being copied to the PocketBook (Unix) device, then it should be saved in its original format. You can do this by right-clicking on the link to the script and using "Save Target As..." in IE or "Save Link As" in Firefox to save the script directly to a file. Clicking the link and using cut and paste to copy the contents from the browser window will usually cause the script to be saved in Windows text format, and thus not be useable on the PocketBook device. If you want to use the cut and paste method, then you should use an editor like gedit that allows you to save the file using Unix/Linux "end of line" (thanks to @paola for the tip).