Apex Scripts is a MavensMate-specific feature. Simply put, it allows users to create named Apex scripts that can be run inside Sublime Text.

Creating Apex Scripts

To create a new Apex Script, select MavensMate > New Apex Script and enter a name for your script (or you can use the Sublime Text command panel).

Running Apex Scripts

To run an Apex Script, with the Apex Script open in a Sublime Text tab, select MavensMate > Run Apex Script. This will run the Apex in your script via Execute Anonymous and return the debug log to Sublime Text.