See also:
Script writing professional services
Using scripts to filter emails
Using scripts to parse emails
Creating a custom action with a script
You can write your scripts in EmailParser directly but it is not as convenient as writing them in a fully-fledged development environment like Visual Studio. It is highly recommended to have autocomplete, debugging and other useful tools that an IDE like Visual Studio provides, especially if you are writing a complex script. The SDK you can download here is meant to help you do that.
Download Email Parser scripting SDK
Download Microsoft Visual Studio Community