Yes, it works in cluster, too.
By default, 'AutoAttachFiles' of batch function is true, so if your script.m requires external custom functions, batch will analyze file dependencies and send these files to the cluster automatically.
If this does not work, you can forcibly add files by using AttachedFiles property. The following command is an example of running script.m using 4 workers in parallel. (1 worker as a batch handler and 3 workers in parallel pool).
job1 = batch('script', 'AttachedFiles',{'function1.m','function2.m'}, 'Pool', 3);
