Looks like it uses simulated keypresses for bracketing. My guess is you didn't read the instructions carefully enough:
This script will take as many repeating shots as you want, bracketing the currently selected LEFT/RIGHT action by as many steps as you select. In Manual Mode, that'll be for Shutter Speed - but you could use it in any mode, as long as you had 'Exposure adjustment' in focus on the screen.
So, before starting the script, make sure your camera is set in a way that pressing left and right keys adjust either Tv or Ev.
