Copy the text to your clipboard.
Open Manage | Custom Functions
Paste your copied function into the bottom section of this dialog box
Then fill in the parameter and funciton name sections of the dialog.
So in this case, does the function name need to be Let?
You can name your Custom Function as you wish.
Let is a function defined as part of the custom function's calculation. You need to paste it unchanged, but then you can, as Rick posted, name the function itself anything that you want.
That custom function has its own name: AddComma and the parameters are: "number" and "digits"