May XML documents have scripting ?

But, as XML documents are for no general purpose.

I think you meant right, but it would be more correct to say that XML is completly general purpose, it has no specific purpose or semantic.

I assume there is no such tag or any other mechanism for client side scripting ?

Yes, and no, there is no one xml scripting language, XML is not one language, it's just a basic syntax for formatting data. But of course there are many XML based languages that allows for various kinds of scripting, depending on the context.

I need to manipulate the DOM...

That entirely depends what you are trying to do, you mention clientside scripting and HTML, if you are looking to display some data from an XML file in a web browser, the best way to do that usually is to create an XSL file which defines how the XML file should be transformed to HTML. This approach allows you to do client side scripting in javascript or whatever language the client understands, by embedding the code in the XSL file.