Huh. that page is wrong. :-) At least it doesn't work like that if you run a script from the command line / shell script. Running from a shell does not change the cwd, because that would defeat the point of having a cwd in the first place.

Some other environments do set the cwd; usually to the scrip's install dir, but that's normally because there isn't a logical cwd to begin with (i.e. in a CGI environment, or on windows, if you start a script by clicking on its icon)