In order to create Avalanche scripts with the new "Next Generation" API, you need to install Active State TCL 8.5.11 on your PC as per the 4.10 release notes.
You can download this package here.
After installing the API, you must explicitly specify the full path to the 8.5.11 version of the TCL shell executable when you run your TCL script (using the tclsh command).
% info patchlevel
Note: The PATH environment variable setup, along with the explicit specification above, ensures that the proper version of the TCL shell executes by default. Please also ensure that the 8.5 TCL is run with admin permissions.
Next Generation API is an Alpha feature in Avalanche 4.00 and became the default API for GUI to TCL as of the 4.10 GA release.