Does blocking scriptlets have an effect on the JavaScript executed in the browser when visiting websites?
Essa política de grupo específica não determina se o JavaScript é executado ou não no IE. Esse comportamento é tratado por uma política de grupo totalmente diferente.
Or are these scriptlets some code running purely locally?
Um scriptlet pode ser executado a partir de um URL remoto ou de um URL local.
What programming language(s) are supported for these scriptlets?
HTML / DHTML e VBScript
A scriptlet is an HTML code file that has either an .sct or an .htm extension. You can create scriptlets by using HTML code and VBScript code, JScript code, or both, and you can create them in any HTML editor.
Noções básicas sobre scripts e comportamentos:
A scriptlet is a lightweight, reusable Component Object Model (COM) component that consists of HTML code and script and is created according to certain conventions. A behavior is a lightweight component that encapsulates specific functionality. When applied to an HTML element, a behavior enhances the element's default behavior.
Scriptlets and behaviors are very similar in that they both contain script in a separate document that exposes functionality that can be used in a Web page. They differ in that behaviors are STYLE attributes that point to a separate file containing script that is called in response to an event associated with an HTML element. Scriptlets, on the other hand, can be used for almost anything you can do with script in a Web page.