Depends what the scrolls do. They could have used some better discriptions. But if it's a scroll of fireball then in battle is a good place just make sure the character using it has the use magic device skill. Also you can have your Wizard copy a scroll and add it to their spell list (though you lose the scroll). They can be useful but since I had a wizard in my party I didn't use them much.
If you want your wizard to copy the scroll (and note that wizards are the only characters who can do this) check the radial menu for a tag labelled "copy scroll". If you fail learning the spell, you'll have to wait until your spellcraft is higher.