Scripted events are events that will happen at a fixed time to particular countries. They are usually based on specific historical events, and will occur no more than once in game, usually at a fixed time or short range of times.
A country's scripted events file (usually just called an "events file") is found in the subdirectory db\events below the main EU2 directory. To look at the events for a particular country, you must know its country tag. The main events file for a country with tag XXX is db\events\major_XXX.txt . For example, England's tag is "eng", so its events file is major_eng.txt.
In addition to "major" events (some of which are pretty minor), there are also "flavor" events for a few major powers, which are found in db\events\flavor_XXX.txt. An example of "flavor" is the English event Adam Smith publishes 'The Wealth of Nations', which automatically drops England's mercantilism slider by 2 notches.