@Sunil Singhal Thanks for the question. When deploying your inference script, beyond the entry script (score.py), inferenceConfig also let you specify source directory that include the entry script as well as all other python code (packages as a subfolder in the source directory that has its own init.py, or plain python script files modules). The score.py script can directly import from them because the whole folder including score.py and all other folders will be available at the inference running environment. There is no need to save them as a "model".
https://learn.microsoft.com/en-us/python/api/azureml-core/azureml.core.model.inferenceconfig?view=azure-ml-py
Full sample available at https://github.com/Azure/MachineLearningNotebooks/blob/master/how-to-use-azureml/deployment/deploy-to-cloud/model-register-and-deploy.ipynb