It's possible to make changes to a website with API calls to that website, if the website has an API available, but it's not the best way to handle website updates. It may be more efficient to do that outside of AdWords Scripts, such as as on the server, using the AdWords API. Are you sure they're not talking about changing numbers in ads through ad parameters? These is popular to do with scripts. But changing data on an external website; unless it's simple work, and it does not have to be updated too reliably, and no more than once an hour, I'd recommend a different approach.
Cheers,
Neil Goldman