If you use the newly added mining script:
(from the guide at How to Automate Mining Asteroids in EVE Online)
dock at a station in which you want the mined ore to be stored. The bot will recognize the station and return to the same station when ore hold or cargo is full.
You can also continue to use the older mining script and bookmarks as before.
Yes, every time you save a script to file or load a script from file, the app remembers the file as default.
To navigate to the script editor, you need to make two mouse clicks: First on Automate Something Else then Open Development Environment.
Then you see your script is already loaded in the editor.