Your question is quite similar to this one
You can save your file/script as .txt or .sql and run it from Sql Server Management Studio (I think the menu is Open/Query, then just run the query in the SSMS interface). You migh have to update the first line, indicating the database to be created or selected on your local machine.
If you have to do this data transfer very often, you could then go for replication. Depending on your needs, snapshot replication could be ok. If you have to synch the data between your two servers, you could go for a more complex model such as merge replication.
EDIT: I didn't notice that you had problems with SSMS linked to file size. Then you can go for command-line, as proposed by others, snapshot replication (publish on your main server, subscribe on your local one, replicate, then unsubscribe) or even backup/restore