how to test it inside the script?

This is something you'll really only want to do if you're writing a module that is intended to just be imported into other modules, and doesn't really provide any functionality on its own when you run it directly (other than running the doctests). For example, let's say I have this file:

def double(a):
    """Returns its input multiplied by 2

    >>> double(3)
    6

    """
    return a * 2

This file only has 1 function, and doesn't do anything other than provide that function when its included. It'd be useful if when it was run on its own, however, if it ran its doctests. You could make it do that by changing its contents to this:

def double(a):
    """Returns its input multiplied by 2

    >>> double(3)
    6

    """
    return a * 2

if __name__ == "__main__": # Check to see if the file is being run by itself
    import doctest # Make the code support for doctests available
    doctest.testmod() # Tell Python to run all the doctests for this file

Now if we run python multiply.py, it'll run all the doctests inside of multiply.py.

On a slightly less useful side note, doctest.testmod supports setting the m default argument to something other than __main__, so if you wanted to test a module inside a different module, you could do that, like this:

import math # Make the math module available
import doctest # Make code support for doctests available

doctest.testmod(m=math) # Run all the tests in the math module