Do you have an example of a Matlab Script being used during a Dynamic Simulation?
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For PowerFactory 2022 and onwards, a Matlab model can be easily linked with PowerFactory by means of the FMI Standard. Please refer to the PowerFactory User Manual, Chapter Models for Dynamic Simulations, Section Interfaces for Dynamic Models, subsection "Functional Mock-Up Interface".
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For PowerFactory 2021 and earlier please refer to this example and attached files. Note also, that PowerFactory 2022 and onwards have discontinued support of the legacy PowerFactory-Matlab Co-simulation interface, as described in the PowerFactory 2021 User Manual, Chapter 30 Models for Dynamic Simulations, Section 30.6 Interfaces for Dynamic Models, subsection 30.6.3 Matlab Interface.
A Matlab Simulink model can be easily linked with a PowerFactory dynamic simulation by means of the FMI Standard. Matlab SImulink models can include various components, including Matlab Scripts or Functions. Please refer to the PowerFactory User Manual, Chapter Models for Dynamic Simulations, Section Interfaces for Dynamic Models, subsection "Functional Mock-Up Interface". In the text, there are also several links on how to address the interconnection with Matlab.