How do you make an admin script?

Well I wanna make an admin script like Kohltastrophe's admin script but I don't know how.

This is a very broad question, and it could be answered in many different ways, so don't expect any answers that fit precisely into what you are looking for.

You will probably want to be familiar with the Chat Object: http://wiki.roblox.com/index.php?title=RBX.lua.Chat_(Object)

Particularly the Chatted event: http://wiki.roblox.com/index.php?title=Chatted_(Event)/chat

You'll also need to be able to use some string manipulation techniques to figure out what player chats are commands (finding a special symbol like ; ' : at the beginning of a chat), who the commands should affect (;fire all <-- to separate "fire" and "all" into separate strings), what the command is (the bit that comes after the symbol but before the space), etc...

... a list of them can be found here:

http://wiki.roblox.com/index.php?title=String_manipulation

Hope that gets you started!