I am experiencing this as well. All training/examples I have found on your website specifically show the Scripts Constructs Window where you are able to easily plug in your desired method name, parameters, result type, and body. If a new update to Pega software has changed this, please provide updated training material as well.
The script component was updated in versions 8.0.1053 and higher (build notes) to this more traditional view. So the Script Construct Window doesn't exist anymore. With the new component, the Script allows you to write your code in a perspective similar to how you would if you were working straight out of a C# project.
The training material on it is definitely outdated.