Just place the script in a folder with sql files. Optionally use docker as well :)

docker-compose.yml

version: '3.7'
services:
  db:
    image: mcr.microsoft.com/mssql/server:latest
    environment:
      SA_PASSWORD: 'Secret!Passw0rd'
      ACCEPT_EULA: 'Y'
    ports:
      - '1433:1433'
  db-migrations:
    build:
      context: db/
      dockerfile: ./Dockerfile
    depends_on:
      - db
    environment:
      DB_CONNECTION: "Server=db;Initial Catalog=MyDb;User ID=sa;Password=Secret!Passw0rd;Connection Timeout=30;"

Dockerfile

FROM mcr.microsoft.com/dotnet/sdk:5.0
COPY * ./
CMD ["sh", "-c", "dotnet fsi migrateDatabase.fsx \"${DB_CONNECTION}\""]

migration.fsx

#r "nuget: DbUp,4.5.0"

open System
open DbUp

let connectionString = fsi.CommandLineArgs.[1..]
                       |> Array.tryHead
                       |> Option.defaultValue "Server=localhost,1434;Initial Catalog=MyDb;User ID=sa;Password=Secret!Passw0rd;MultipleActiveResultSets=True;Connection Timeout=30;"

let logAndParseEngineResult (result: Engine.DatabaseUpgradeResult) =
    match result.Successful with
    | true ->
        Console.ForegroundColor <- ConsoleColor.Green
        Console.WriteLine("Success")
        Console.ResetColor()
        0
    | false ->
        Console.ForegroundColor <- ConsoleColor.Red
        Console.WriteLine result.Error
        Console.ResetColor()
        -1

EnsureDatabase.For.SqlDatabase(connectionString)
 
// Consider NullLogger for idempotent sql migrations.
DeployChanges
    .To
    .SqlDatabase(connectionString)
    .WithScriptsFromFileSystem("./")
    .WithTransactionPerScript()
    .LogToConsole()
    .Build()
    .PerformUpgrade()
|> logAndParseEngineResult