Because Fireworks has had its scripting engine longer, it comes with more example scripts upon first installation. There are more on Macromedia's site and on the Net; they're called commands and are saved as text files. For Fireworks the file format is .jsf, and for Flash the file format is .jsfl. You can use any text editor for either, but Flash has two advantages: Flash will provide code hints for the Flash JSAPI, and if you install the FWCommandComponents, an MXP found in the Extending Fireworks folder on the Studio MX CD, it'll install the code hints for Fireworks as well. These scripts can be run in a few ways. In Fireworks, you go to the Commands menu and select Run Command. This will open a dialogue and allow you to choose the JSF file to run. In Flash, you select Commands and choose Run Command, and through the same process pick your JSFL file.
Flash panels provide a GUI to that functionality. By making a Flash movie with some new code, you can have that Flash movie control the IDE as well as call other commands and/or scripts. They appear in a normal Fireworks or Flash window