SQL Server agent job scripts
can I script all the database jobs one by one and run them against a new server to create these jobs?
  


Yes

But anything dependent will need to exist, i.e. users, proxies, if there is a path in the task it needs to work against the new server.

Normally there is some kind of migration process, i.e. "I'll need to change all D drives to E, I'll need to change the proxy name" etc.

Why don't you try one and see.