>The question is - how can I add them to my user controls?

well, drag it from the Toolbox into your user control


> Where should I specify the Script manager?

the script manager has to be in the webpage, in wich you want to use your user control.

You need only one script manager per page and its recommended, that the script manager is the first control in that page.

If your using a masterpage, and your masterpage already contains a script manager, then you should use the script manager proxy control inside the content part.