First, mark the scroll or letter you want to write (/mark scroll or /mark letter). When marking scrolls, make sure you don't have a scroll of legerdomain or some other valuable scroll in your non-bag inventory or you will mark the wrong one (yeah, speaking from personal experience here). Picking up blank ones when you see them in the shop is handy. Then you wield a pen and use the command Alarico said, something like /useskill inscription Whoever find this scroll, bring it to Faital Ryu and you will be presented with 50 diamonds. Then go drop the scroll near Alan's house. Something like that
For writing a spell scroll, like the higher levels do, you mark the scroll, wield your wand and cast the spell you want to write (like restoration or alchemy or whatever). Then you wield the pen and dbl click the Inscription icon from your skills pull down menu. The scroll you marked will now be a scroll of (whatever you casted) at lvl (whatever your mental level is). Note that some spells can't be written to scrolls (like heal) and it will tell you that when you dbl click the Inscription icon, but no harm done, go ahead and try them all.