im have ethernet shield, I connect the utp cable directly to the dsl but still the project wont run if the script is still not running. my question is do we need to use the script even if there’s a ethernet shield? thanks 
You have not supplied much detail on what you are using…
However, the usual definition of "script’ is meant as a program that is loaded and run on some hardware… and off course you need a script loaded, that is what loads the library, connects the shield, processes the IP, makes everything work 
However, on the off chance that you are referring to the USB Serial connection… or more particularly the “script” that you run on the computer that acts as a Serial to Ethernet adapter… then NO, you DON’T need that when using an Ethernet or WiFi shield… however your MCU “script” needs to be changed to specifically support the new connection method.
Assuming you are using Arduino UNO and W5100 Ethernet Shield, you need something like this: