Well, your answers helped.
I've run the script using:
C:\InterSystems\Cache\bin\cterm.exe /console=cn_iptcp:127.0.0.1[23] C:\Users\ME\Desktop\cache_script_for_rest_call.scr
But now I have the following error:
TCP connect() failed - exception satisfied select().
Reason: (10061, 0x274d)) No connection could be made because the target machine actively refused it