Scripts, saved as *.uhp files go in the main Ultrahal directory. There are several there already and are either skins or Plugins.
I found the reference to use, but haven't tested an example script yet.
Per Robert,
"HalCommand for playing MSAgent animations and moving Agent: <MSAGENT>ANIM-NAME</MSAGENT> and <AGENTXY>X,Y</AGENTXY>"