You would like to have an 'eval' statement as in dynamic languages, though this is not as straightforward as it may seem. F# interactive compiles code on the fly into in-memory assemblies and state sharing is not that trivial since it is FSI responsibility to check for names and make everything work smooth. However it is possible, you may try to embed a variation of fsi.fs file into your program where the readline functions are replaced by an in-memory buffer where you program writes into the fsi. This is not impossible to do and allows you to ask F# interactive to load scripts and coordinate state access.
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I want to make a standard executable scriptable in F#. I developed a dll plug-in in F#, so I am in fact able to add my code using the add-in. Next step is loading F# scripts at runtime through my dll.
I want to add a kind of "load F# script" button to the App and load the external scripts at runtime, sharing data. Another thing is I'd like my App to load (at start-up) all the scripts file from a predefined folder. I don't know how to do these kind of things in F#.