Near the beginning of the Installation Instructions, under "Installation Directories", it says:
QUOTE
If you will be installing Movable Type into your cgi-bin directory, note that you will need to upload your static files--images, docs, and styles.css--into a directory outside of the cgi-bin. Static files cannot be left inside the cgi-bin, because the web server will try to execute them, rendering them unusable through the web interface.
In the immediately following paragraph:
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A solution is to create a new directory in your web-accessible area called mt-static, then upload images, docs, styles.css, and mt.js into that directory. Note the URL corresponding to mt-static, because you will need to use it later when configuring the system in your mt.cfg file.
The difference between mt.js and the "rest" of the scripts is that MT's scripts are CGI scripts that are run on the web server, while mt.js is a javascript that needs to be downloaded and executed on the user's computer.