Running a java-script/HTML code that runs sitewide?

I hope I am in the right section…

So, I wish to implement a pop-up java-script that runs on my entire website (not just pages, posts or the homepage; everywhere!). I already have the java-script code (duh), but I don’t know how and where to implement it, so that it runs without causing any problems.

I once accomplished this (but, I forgot exactly how), by placing the java-script code in a separate “script.php” file that I created and then pasted a code a file of my theme that would then point to the “script.php” file and make it run. It was most likely in the theme’s “functions.php” or “header.php”

I would appreciate any help, thank you!