From looking at your description, how you conclude the script didn't work:
I do not get any error messages but when I searched the folder, I saw
that script did not work. How can I fix it?
I conclude, the script creates a new file, and there is none, after starting from Java.
Maybe you assume, that the output of the script will, if sent to the current directory, end in the directory of the script, not in the directory where you started your Java application.
This might be the Desktop, if you start your class from the UI with an Icon as starter, it might be your home or project dir, if you compile the class from hand, or a directory, set up by your IDE, if you develop with eclipse or the like.
If your script writes to an absolute path like /tmp/script.out, you could verify fast, whether this might be your issue.