where can I find detailed documentation on all aspects of the scripting language?
(In the help file is too small and does not explain all details)
can I generate class functions or class procedures with scripts?
Here you can find a reference: http://www.tmssoftware.biz/business/scripter/doc/web/pascalsyntaxoverview.html
TMS Scripter is the scripting engine used by Data Modeler, so it applies.