To my knowledge, you cannot.
I think the scripts and results always run on the SolarWinds Polling Server the node is using.
Quote from OnLine help:
Creating a Windows Script Monitor
One way you could do it is to run a VBScript which creates a Scheduled Task on the local node which runs a local script. If you do it right the job only runs once and is done and the script it runs has to be local of course. Let me know if you want to see a sample VBSCript which we use to run things locally on the nodes.
Just to clarify: VBScript runs local on the polling engine. In order to run VBScript commands on the target machine, you have to do what walkerl says - VBScript1 opens a connection to the target, writes/copies VBScript2 to the target's drive, creates a scheduled task to run that script, and then VBScript2 writes the results to a file. Finally, VBScript1 reads the file and echos the results to stdout for SAM to pick up.
Powershell has an option to run local (to the polling engine) or remote (on the target)
Perl and shell scripts run remotely (typically on Unix/Linux systems)
Hope that helps.