There are several ways you can do this depending upon the type of targets and game you have.
1) If the targets are non-animated and you shoot them by clicking the mouse cursor on them, you can modify the properties of your "targets" and change their behavior to "button". Then you can use the "on press" mouse action to say Set Variable: "score" = score+1 - This is how my game "coco-shoot" works, which you'll find in the FLA section on this site.
2) If your "targets" are animated movie clips then it's better to create a transparent draggable movie clip, which follows the mouse. When you click the mouse button, you then get the x,y co-ordinates of this draggable movie clip and compare it with the x,y co-ordinates of your targets - compare the 2 sets of co-ordinates and then calculate if you've hit a target. If you have then set score=score+1 - this is similar to my "pong" game, which is also in the download section.
3) If you're shooting bullets at targets on this screen. Then you have to setup a loop...while statement and compare the co-ordinates of the bullets with your targets to see if they have collided.
Hope this helps. Let me know if you need further explanation or ideas.