Hey there, Luis
I took a look at your script and, I gotta be honest, buddy, it's not an easy read.
The main reason is your formatting. I've never tried writing a play in the proper formatting before so I wouldn't be able to tell you exactly what needs to be done.
However, have you ever used the script writing program Celtx? It's free, it's online and they have a program specifically for writing stage plays. It helps to automatically format it into I guess the standard of what a stage play should be.
That is the first thing you need to do.
Second, many of your lines of dialogue and action blocks are odd.
"Suddenly old man reading paper, rises and points to the approaching cyclone.
Connection on part of everyone.
They all excitedly and frantically rush off stage."
This is oddly written. It should be
"Suddenly, an Old Man reading a paper stands and notices the approaching cyclone."
The next line, I just don't understand what you're trying to say.
The last line should be:
"They all frantically run off"
You don't need to say "Stage". Whoever reads this will know that you wrote a play. They understand it takes place on a stage.
I also think that your stage direction is too specific. Let the director deal with positioning of characters.
Other than that, it seems like you are just retelling the story of the Wizard of Oz. Nothing wrong with that.
I definitely would like to read this script in the proper format. Hopefully you decide to use Celtx and you upload it to the site.