FrameMaker 10 ships with a number of sample ESTK scripts. You can run these scripts using the File>Script>Run command. After selecting that command, you are prompted to locate the script of interest. The samples can be found in your FM install directory under Samples/ScriptsAndUtilities.
Double click on the Hello World folder to display the .jsx file that is the actual script.
Click on Open to view the dialog box opened by the script. This is the result of the trivial script, Alert("Hello World!", 1);