You can use the <script> and <link> tags outside the <head> yes, but you need to remember that they then will affect the entire page. So if you write body{ background-color: black } in the css file that you link from the user control, then that background color will be present outside your control as well.
So you'd be better off having your css files refered to in the main aspx page and then have special classes for your div's etc in the ascx.
For the onload, there is a default event generated in the code-behind of your ascx file. So just open the controlname.ascx.cs and there you have a Page_Load(object sender, EventArgs e) in which you can write the code for what happens when the control loads.
As for the onmousedown, it depends on what it does, maybe it's something that only javascript can handle. You can read more about mouse and key events here.
Please mark the most helpful reply/replies as "Answer"
// Peter Hultgren, Sweden
Microserf (my blog)