You should copy-paste your ado-file into your personal ado folder. By default, it is located directly in the root. Depending on the name of your ado-file, you have to put it inside the corresponding folder, for instance, if your ado-files is "open.ado", the corresponding folder is "o". If there no exists such a folder, you have to create.
This is the case for my user-written open.ado file:
The command lists all the file paths Stata is reading .ado files from. Make sure to either a). save your .ado file in one of them, or b) point your Stata session to the file path where your .ado file is saved by using .
Note that if there are two .ado files with the same name in different locations, Stata will give priority to the .ado file listed in the file path with the lower number.