I tried installing the JWB script on a wiki here but it doesn't seem to work. What did I do wrong?
You can't use that script wiki-wide, it's for personal use only. To use it personally, you need to copy code either to w:c:scoobydoomysteryincorporated:User:Nick_Branson/common.js (for one wiki) or to w:User:Nick_Branson/global.js (for all wikis you visit).
Okay, I did that. Where is the Setup tab?