I think DBC has a CLI thing. Not sure about DBP though.
It is possible to make scripting in DBP, but it's really hard, mainly because it can get so complicated and DBPro doesn't have sufficient things such as arrays in structs. I'm making one as we speak in C++, and I find it much easier than when I was making it in DBP.
Quote: "how would I make my own scripting language "
You're gonna have to describe it a little more. What will it's syntax be? Will it have functions? Etc. You should just go with Lua, it costs money, but everyone seems to like it.