If your webpart is dependent on the .js files, I'd suggest following the
best practices Kentico offers in the DevGuide. For instance if your webparts files are named MyWebPart.ascx you'd create a folder named MyWebPart_files and place your files in there (.js, .css, images, etc). Then in your webpart code you reference that location.
If you are simply using a repeater or other listing viewer to display content on a page and want to use a fancy box or something like that, you can add the JavaScript webpart to the page and place your script or location of the script in there. Then name it accordingly so it's easy to identify.