.sql is the default extension for a script.
In 2000 you would probably run Query Analyser. Open the .sql file and execute it (Click the green arrow)
Now whether this script will run is another question, if it does, what it does is a book of questions. Which bits of it mean what in terms of whatever spec you gave them, a twenty-six gold leaf bound collectors edition volume set.
Normally you would gave expected a backup of the database (.bak file by default). If all you've got is a script, it's either proven and will just go or you've got an unproven work in progress.
Employing them in the first place sounds like a mistake, severing the relationship in this apparent state definitely was.
Even if it works, you are in real difficulty without full documentation of what they've done up to press and how they were going to do the rest of it.
Go hire yourself a contract DBA, a local one this time, perhaps even one who knows his arse from his elbow. Get him or her (sorry ladies) to do a report on where you are. It might be minor, it could be an unmitigated disaster.
I trust this incident has sort of made you appreciate the potential pitfalls of outsourcing!
By the way, you need to get some sort of DBA resource in, get the contractor to advise you on that as well. Might just be a few hours a month, once the systems bedded in. You also need a database recovery strategy (backups et al). He or she will be able to help you with that as well.