- Open ArcCatalog
- Create a new toolbox (something.tbx)
- Create a new script
- Point to the file from the download
- Uncheck both "Show command window when executing" and "Run python script in process"
- Press finish
Now the GUI form will show.
(Note, I didn't write that script, but I'm using it as an example of showing a GUI form from ArcToolbox. If you have issues with the code, please contact the developer of the script.)