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This question is a little broad, but here are some dramatic devices that reside in the script (others reside in the thearical language of the stage). First, the three-act play develops as exposition (what has gone before the curtain rises), development (rising and falling action), complication (reversal, revelations, etc.), denouement (the revealing of the truth), and coda (closure) -- these divisions can be further subdivided (a French scene, for example, begins whenever a character enters or exits.) Of course all the regular devices of story-telling are used -- suspense, character development, wordplay, etc.--and characters speak to each other (but without a narrator). Concentrating on your word, "devices," drama uses "speech acts," (actions taking place by speech -- accusations, denials, promises, etc.), soliloquoys (internal thought expressed aloud), asides (utterances heard by the audience but not by the other characters), and non-realistic "poetic" additions (classical drama is famous for inserting these almost extraneous speeches inside the play. Finally, drama is "lies like truth," meaning it creates a believable, coherent "world" out of whole cloth.
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