Well actually they can be in the cookedpc or in the cookedpc\scripts. In both cases the result will be the same. The rational of putting them in cookedpc\scripts is that it doesn't contain stock RO2 .u files and the change of breaking something by overwriting a stock .u file is up to nil. If directly in cookedpc, then i could make a mutator with a .u that already exists. Game over if you extract it.
I also said this:
I don't have a \scripts folder on my client,should i have?
Doesn't that file only get created if you have the SDK installed.
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