To install UserScripts, you'll need to download AdGuard from http://adguard.com/en/welcome.html.
Once installed, open up the interface (can be found in your notification area).
Click "Extended Interface" in the bottom left corner, then go to Settings > Extensions.
Click "Add extension..." in the bottom left of the pane.
Enter the URL or browse for your UserScript.
Now go to the page(s) it applies to and you'll see your script in action.
You can turn off AdGuard's adblocking, if you wish. I believe it'll still run the extensions.
I think these scripts will be applied to all browsers listed in Settings > Browsers, so make sure to remove the browsers you don't want AdGuard to run on.
Scripts installed to AdGuard will also run in the Immersive Browser, so you'll be able to use your scripts using both windowed and immersive modes.