Have I to install locally the scripts or can I share it using Shared Location of RQM system properties?

You can do either. See these articles in the RQM documentation for details:

Creating a reference to an automated test script on a local test machine

Creating a reference to an automated test script at a shared location

Regards,
Patrick

Yes, either option should work. Just depends on your needs. If you are just getting started with testing via integration of RQM and RFT, I would recommend that you start out with the "local" to test machine option. In which case you script must be on the same machine as RFT. It's the simplest of the two options to get up and running.

Running from a shared location should also work. But the one thing I would bring to your attention with the shared option, is that the RFT adapter will not automatically resolve any dependencies your script may have on other files (e.g. 3rd party libraries, property files, etc...). Instead your script will need to download them from the RQM share location. RFT provides an easy API to use for downloading from an RQM share. Search the RFT InfoCenter for "downloadProjectFiles" for more info on that API.

good luck