In TDM there is one central .script which is loaded at game startup time: tdm_main.script. It takes care of including and parsing all important script files needed by inventory items, maps, GUIs, etc.
It may be stressed here that editing and including tdm_main.script itself is not an option in any situation. Doing so will most likely cause mission breakage in the future as TDM further evolves. However, starting with TDM 1.07 it's possible to add your .script files in the inclusion chain by adding a tdm_custom_scripts.script file to your mission PK4. This file will override the empty file with the same name in the base TDM installation, redirecting the Doom 3 script parser to your mission script.
Place the file in the directory script/tdm_custom_scripts.script and pack it into your mission. The contents might look like this:
// greebo: This is an example on how to include a .script file of yours to be loaded at game startup #include "script/my_custom_stuff.script"