I am programming a game with multiple script files and I am wondering, on the files that I have used pygame.init(), do I have to call pygame.quit() at the end of the file?
You should only call pygame.init() and pygame.quit() on 1 and same file. this the main file where your game loop runs. 
You will need other scripts for different things but all those you can just import in this main file where game loop runs. 
If you find this confusing checkout some pygame projects on github that will help you understand the structure. Also studing a little object orientation will help you a lot for making games.
Python & Pygame - Does pygame.quit() have to be written at the end of every .py file?