I'm going to create a flash game. But I don't know which way for me to write my scripts.
Is it better if I write script part by part and by object so every object has they own script .. or write all of those object's script on single timeline?
I'd personally go with individual AS files. Timeline coding is very AS2 and is more for animators as someone else stated.
If your game gets complicated, breaking classes out into AS files will definitely help with organization as well. I recommend an editor like flashdevelop over doing it in the Flash/Animate IDE