There is an extension for Rhino VBScript, which is .rvb, but I’m wondering if there is a similar extension for plain RhinoScript.
In other words, if I have a script like:
_-Circle 0 10
_SelCrv
_Move w0 w0,0,10
Is there a file type that, when dragged onto Rhino, allows Rhino to execute these lines?
Yes. Just plain .txt file 
D’OH - that is easy. Is there a special character that is used to designate comments?
That is something I do now know.
; (semicolon) Comment.
Lines beginning with a semicolon ( ; ) are not part of the macro, but let you document the macro or try alternative input.
from the help file:
http://docs.mcneel.com/rhino/5/help/en-us/index.htm#information/rhinoscripting.htm