Annotations can only be applied to certain targets. See SO: Why can't I do a method call after a @Grab declaration in a Groovy script?
@Grab("org.apache.poi:poi:3.9")
dummy = null
println "test"
Alternatively you can use grab as a method call:
import static groovy.grape.Grape.grab
grab(group: "org.apache.poi", module: "poi", version: "3.9")
println "test"
For more information refer to Groovy Language Documentation > Dependency management with Grape.