How to create a module for all pages

How can I create a module that will appear on all pages?
For example something like this doesn't work:

function global_scripts_menu() {

  $items = array();
  
  $items[''] = array(
    'title' => 'Script for all pages',
    'page callback' => 'global_scripts_show_page',
    'access arguments' => array('access global_scripts content'),
    'type' => MENU_CALLBACK,
  );

  return $items;
}

function global_scripts_perm() {
  return array('access global_scripts content');
}

function global_scripts_show_page() {

drupal_set_message('any text');
return true;
	  
}

In result I want that "any text" appears on all my web pages.
How can I realize this ?

Thanks