By default, Drupal Version 6 looks for a file called scripts.js in the main theme directory. However, it is recommended not to count on this automatic behavior, but rather to specify each script needed by the theme by placing the following setting in the theme's [theme-name].info file:

scripts[] = scripts.js

Be sure to clear the theme cache by going to Administer > Site building > Themes (admin/build/themes) and re-save the page to refresh the .info file cache.