JavaFX is the replacement of Swing. SO it is an UI Toolkit for desktop application. Next to this you can develop mobile and embedded applications with it. You can't compare JavaFX with Java EE. Normally you will have a Java EE backend and a JavaFX or HTML fronted.
JavaFX isn't a scripting language. Some years ago the predecessor of JavaFX 8 was a scripting language but today JavaFX is completely based on Java. Like Swing JavaFX provides a lot of Java APIs that can be used to create applications.
You don't need to buy any software. With Java 8 JavaFX is part of the JDK and JRE and can be used in any application. Because it isn't a script language you can use any
IDE (Eclipse, Netbeans, IntelliJ) to create applications with Java.
If you want to learn JavaFX and create applications with it you can find a lot of useful informations in the book. The book describes the basics of JavaFX and its core concepts. In addition it contains descriptions and examples for all basic controls of JavaFX like Buttons or tables. Next to this you will find some informations about styling (CSS) and how you can combine JavaFX with Swing or SWT.