You can find out what MRIcroGL scripting functions do by reading the included PDF manual, or by selecting the command in the scripting window. When you insert a command using the scripting window you will see usage notes appear at the bottom of the window. For example, if you choose the Insert/Overlay/Overlayload menu item you will see:

OVERLAYLOAD (lFilename: string): integer; Will add the overlay named filename and return the number of the overlay.

The software comes with a sample NIfTI image named "motor.nii.gz" which shows motor activation as observed in an fMRI task. If you want to load a different image you will need to provide its name, for example OverlayLoad('c:\mydir\myimg.nii'). You could shorten this to OverlayLoad('myimg') if the image is in the same folder as the MRIcroGL executable.