No, graphs do not use any display box children that might get attached to them. You can put the mousebox around the graph. You'll get to write similar JSL to support the clicks in the mousebox or using the MouseTrap mechanism Jim pointed out. In either case you get a coordinate and have to decide what item was clicked. There is a point-in-polygon function if you have shapes that are not round or square.
Are either of these examples from the Scripting Index, what you are looking for?
Names Default To Here( 1 ); New Window( "Example", exx = 20, exy = 50; Graph Box( Frame Size( 200, 200 ), Mousetrap( exx = x; exy = y; ); Circle( {0, 0}, Sqrt( exx * exx + exy * exy ) ); ); );