How to add a script to a local object?

I have been wondering about this since I started making more complex games and learned what and how to make a local part. I wanted to add scripts into the local parts.

However, I could never seem to find the way.

My most recent attempt was to try and LoadAsset() the script into game.

When I tested it, my console read something like "You can't insert objects from the client".

Please help me fix this because this would help a lot with all of my games!

Thanks