How can I make a clickable script file list from a folder?
then I want to run that script.
I'm afraid it is unclear what you are trying to do.
Can you please elaborate on what exactly you are trying to do and how you expect it to work.
If I understand correctly, you have a folder of scripts and you'd like to trigger a macro that shows them as a list for you to choose from; choosing one will run it. If that's correct, then you may wish to take a look at this thread.
If instead of a filesystem folder with enclosed scripts, you want to list a Keyboard Maestro folder full of KM scripts, KM has a built-in menu system that will do that for you.