Tracking scripts are a very useful tool that are provided by many social media sites to help you see usage patterns of your site and much more. Tracking scripts from Facebook Retargeting, Google Analytics, or any other possible script or tracking code provided by any other site, can be pasted into the pretty links both globally or per-link or both.
If you would like to apply the scripts to all of your links you can add that under your Options -> Links, and then paste the script into the Global Head Scripts.
To add them on a per-link basis, then while adding/editing a link, open your Pro Options and paste the scripts in the Head Scripts box.
Note: Adding tracking scripts to your Pretty Links will not work with 301, 302 and 307 redirect types.