I am using Dreamweaver
Really need more info for your question, but here are some links that might point you in the right direction:
I'm assuming you are not referring to this:
(In Dreamweaver "Insert" > "HTML" > "Script Objects" > "Script", then select the file you want to attach)
Also, there is getScript with jQuery to do it on the fly:
But you are probably asking something more complicated? Please elaborate.