OK! 
Thanks!
For example domain blacklist: https://blog.squidblacklist.org/?p=1658 It would works for effective? The script saves the file to flash.
Download domain blacklist script:
/tool fetch url=“https://www.squidblacklist.org/downloads/tik-dns-ads.rsc” mode=http;
:log info “tik-dns-ads.rsc from http://www.squidblacklist.org”;
Replace downloaded domain blacklist script:
/ip firewall address-list remove [find where comment=“sbl ads”]
/import file-name=tik-dns-ads.rsc;
:log info “Removed old DomainBlackList and imported new list”;
http://forum.mikrotik.com/t/problems-solutions-with-mikrotik-routeros-dns-domain-blacklists/102770/1