This depends on the type of scripts you want to use and how you want to use them.

You can use javascript and java applets with Xoops, either running in main pages, side blocks or menu systems.

You can also use flash and some audio visual presentations.

Xoops also provides RSS feeds from various sources like the forum, news and some blog modules. These can be displayed in third party news aggregators.

Many Xoops websites use visitor tracking and statistics. These are easily integrated, often by inserting a few lines of script into the theme.html file.

The best advice is to always try and source an application that has already been ported into xoops first, before attempting to run your own third party material.

Searching through the Modules repository will reveal third party scripts and applications that have been ported, like IRC chat, Teamspeak, OSCommerce, statistics modules and many online games.