The interpreter is the "engine" that executes scripts.
OS/2 and other IBM OSs all natively support Rexx.
For other OSs you'll need to get a
third party Rexx
EDIT (MS-DOS), Notepad (Windows), E (OS/2), or any
other ASCII editor will do.
Like most scripts, a Rexx script is an ASCII text file with a
.cmd (OS/2) or .rex
(other OSs) extension.
Rexx on its own hardly has any OS related functionality,
so you may want to install
RexxUtil and W32Funcs
Regina and (Open) Object Rexx come with their own documentation in HTML and/or PDF.
RexxInfo.org provides a long list of