Copy/Paste from an IDE is allowed. Sometimes queries that include comments may not be parsed correctly and may throw an error. Depending on the query you may need to determine if an error is thrown if the issue is syntax, an unsupported method, or other.
One of the strengths of Alteryx is to visually layout through a workflow what a query does, and possibly more. I'm curious why you're using a pre-defined sql script vs using Alteryx natively
Alteryx Guide for SQL Users