Hey all! Title says it all, folks.
Data Stores have to be used in a normal Script because you are saving and loading data to and from the ROBLOX servers respectively. It explicitly says on the ROBLOX wiki that Data Stores can only be accessed from server scripts.
I hope my answer helps you. If it did, be sure to accept it.
DataStore method calls cannot be used in a LocalScript at all, and from a server Script are subject to these limitations.
Please try and google simple questions like this. :)