If the scripts are not working or they are not generated, the reason is that your code is not valid. You are probably using the following notation:
<script src="~/CMSScripts/Custom/MyScript.js"></script>
But the correct and valid notation is:
<script type="text/javascript" src="~/CMSScripts/Custom/MyScript.js"></script>
For more details, take a look at
W3C tag script or
Mozilla Developer, Kentico is using the XHTML by default.