Place the files in the Mafia 3 root folder so the structure looks like this

| - mafia3.exe
| - M3ScriptHook.dll
| - M3ScriptHookLauncher.exe
| - scripts/*.lua
| - plugins/*.dll

Run M3ScriptHookLaucher.exe in order to initialize the ScriptHook

Press F1 to reload (lua) scripts

For more see https://mafiamods.com/forums/topic/mafia-3-modding-mega-thread/