First, you do not need to install a script. It’s already included in DEX 3. Are you running version 22.214.171.124?
There is a button on the controller that will turn on the jog wheel for scratching and when off, it will work for pitch bend (which bends with key lock on, so it’s not always easy to hear the tempo change). It’s not mapped to scroll through the DEX 3 browser however.
In options, under audio routing, from ‘select audio device’ you need to select the Pioneer ASIO option (if it’s windows, if MAC just select the Pioneer option). Deck A-D should all be set to outputs 1+2. Headphones 3+4. ALL OTHER options can be set to none/no audio. Do NOT put a tick in the box to disable crossfader and volume control.
Also, under the “general” tab in options, make sure “reset deck after load” is NOT ticked off – that option needs to be off for proper DJ controller support.
That should do it.