Put gib_grenade.lua into your "\FortressForever\maps\globalscripts" folder.
In your server console type "sv_globalluascript gib_grenade" to enable. Add it to you server config to keep it enabled.
Or Install with Fortress Forever Game Rules
Put gib_grenade.lua into your "\FortressForever\maps\includes" folder.
Add the following to your game_rules.lua file.
IncludeScript("gib_grenades")