typically you attach methods to objects. If you look at the Project Manager, you'd see, that there is a game.script attached.
This file is attached for the Game object so in this file you can override all methods of the game object or create brand new ones.
for example if you put there
method CustomFadeout()
{
}
You can then call Game.CustomFadeout(); from your scripts.
or you can for example override ChangeScene
method Game.ChangeScene(scenename)
{
// Do some custom stuff here
Game.ChangeScene(scenename); // call the original method.
}
Hope that helps.