Yes, the “display message” an “open web page” commands are part of FastScripts’s additions, so you use them by telling FastScripts itself, not the script runner. For example:
tell app "FastScripts"
display message "Hi" at screen position top left dismissing after delay 1
The open web page command does some smarts to navigate in whatever your default browser is in the active window to the specified URL. I use it myself to write scripts that serve as shortcuts to web pages I visit often.
FastScripts does support showing progress since 3.0 was released. If you run a script like:
set progress total steps to 100
repeat with i from 1 to progress total steps
set progress description to "Take one down, pass it around"
set progress additional description to ((i as string) & " bottles of beer on the wall")
set progress completed steps to i
Then you will see the progress of the running script displayed in the FastScripts menu itself, near the top of the menu.