How do you make an object respond to a click in C#

There are two main alternatives:
1- Use OnMouseDown in the object script. This is the best alternative when you want only some objects to respond to clicks - only the ones that have OnMouseDown in their scripts will sense the click:

 void OnMouseDown(){
   // this object was clicked - do something
 }

2- Use Physics.Raycast to find which object is being clicked - this is better when you want to click any object in scene, since a single script attached to the camera does the job:

 void Update(){
   if (Input.GetMouseButtonDown(0)){ // if left button pressed...
     Ray ray = camera.ScreenPointToRay(Input.mousePosition);
     RaycastHit hit;
     if (Physics.Raycast(ray, out hit)){
       // the object identified by hit.transform was clicked
       // do whatever you want
     }
   }
 }
 

NOTE: Only scene objects that have a collider can be clicked, with exception of GUITexture and GUIText, which respond to OnMouse events (but not to Raycast)

For Single object is ok , i have 5 cubes

i need only one script but i will use different functions for the these objects

how do i have to write the code for this in one script

Just in case if you have a 2D project and the previous script doesn't work for you - use this:

 void Update ()
 {
 if (Input.GetMouseButtonDown(0))
         {
             Vector3 clickpos = Camera.main.ScreenToWorldPoint (Input.mousePosition);
             Vector2 click2D= new Vector2(mousePos.x, mousePos.y);
 
             RaycastHit2D hit = Physics2D.Raycast(mousePos2D, Vector2.zero);
             if (hit.collider != null)
             {
                 Debug.Log(hit.collider.gameObject.name);
             }
         }
 }