Scripts DO go into the same.pbo.
You should have a folder somewhere called yourmission.eden (or whatever). In that folder should be everything to do with the mission - mission.sqm, script.sqs, briefing.html, etc. The only thing that does not go in there is your Readme.
Now go into the mission editor and export to single missions. The .pbo will now appear in you Missions folder with everything correcly wrapped up in it.
Before you do the exporting thing, press and hold the shift key while you click Preview. You should get the Briefing, so you know it's working correctly.
PS - congratulations on finishing your first mission!