TransactSQL to run another TransactSQL script

Or just use openrowset to read your script into a variable and execute it:

DECLARE @SQL varchar(MAX)
SELECT @SQL = BulkColumn
FROM OPENROWSET
    (   BULK 'MeinPfad\MeinSkript.sql'
    ,   SINGLE_BLOB ) AS MYTABLE

--PRINT @sql
EXEC (@sql)

Try this if you are trying to execute a .sql file in SSMS:

:r C:\Scripts\Script1.sql
:r C:\Scripts\Script2.sql
:r C:\Scripts\Script3.sql
...

note: for this to run turn on sql command mode (Query > SQLCMD Mode)

If these are scripts you run fairly often you might consider dropping them in a stored proc and running them that way...

You can also do it through sqlcmd (which I believe is more common):

sqlcmd -S serverName\instanceName -i C:\Scripts\Script1.sql