Does a game use many script files or just 1?

Well you can use one script file.
But you can also use some more

You can even write your whole code into one single line.

The compiler actually gets one skript!

But before the script is compiled, several scripts are combined to one.

The command include <...wdl>;
"inserts" other skripts at that position.

So you can seperate your game into various wdl (or c) scripts.

Seperating skripts is a good manner to keep
your project managable.
Single skript-files should not be too big.