[TheEcoFile] that comes with Scid is called scid.eco, and Scid tries to load this when it starts up. If Scid cannot find it, you will need to do the following to enable ECO classification:
(a) In Scid, use the menu command [Options: Load ECO file] and select the file scid.eco.
(b) Save options (from the [Options] menu).
After you do this, the ECO file will be loaded every time you start Scid.
See the [EcoStandard].