Stefan, you need to determine where you copied the files.
putty into your pi and type 'ls' to list the files in the home directory. Hopefully you will see your files you copied over. if not, try 'ls /' to list the files in the file system root directory. if you still can't find them, you might need to use the command find to locate the files. Something like
find / -name Playback_to_Lineout.sh -print
you may also need to chmod the files but that was covered above.