Move the folder 'LiveHack' as it is into the subfolder 'Remote Scripts' in your User Library.

Default location of the User Library:
When you install Live for the first time, the User Library is created at this location:
Windows: '\Users\[username]\Documents\Ableton\User Library'
Mac: 'Macintosh HD/Users/[username]/Music/Ableton/User Library'

A quick way to open the actual directory outside of Live is to select the User Library in Live's Browser, right-click on it and then choose 'Show in Finder' (Mac) or 'Show in Explorer' (Windows).

Then in Ableton, press CTRL+, to open the settings. Find the MIDI section and chose "LiveHack" for one of the Control Surface slots. As the input, select 'LoopBe Internal MIDI'. For the input and output ports settings, leave everything unchecked.

Now the MIDI notes from AutoHotkey should use the LiveHack control surface to control Live.