A clicky is something in the scene (inside the drawing) that you can click to do something, like navigation arrows, objects, etc.
They can be created only with the A25 powers by A25 members, but a category of clickies can be coded by anyone that obtains this ability in the Wishshop. Scripting such a clicky, means you can add a "MD script" to it, that does something when that clicky is clicked. You can create quests by scripting clickies that can be scripted with this abiltiy, or just leave notes allover the place, notes others will see.
There are ways to add other clickies only A25 members can add, and this can be done if you provide the right image (original drawing that is sized and exported in the right way for this), and have a very good reason, a reason that will convince any A25 member to add it for you.
I encourage expansion of the realm by regular players, but this process needs to pass through existing people with such rights, to avoid chaos, abuse, or simply avoid concepts that do not fit with this realm.
If you are interested more in this aspect of MD, you can request access to the A25 docs, and this will help you understand what are the current possibilities of a clicky, how it can be used and what it could do, and with such info you can provide A25 memebers with exact requests that could be analyzed easier and have a much higher chance of being implemented.
On the other hand, clickables that can be scripted with the MD script feature, can have any sort of script you manage to code in there, as long as its not designed for abuse.