The other answers use a different terminology than what the author may be familiar with. Below, I refer to the scores matrix and use principal components to refer to the unit variance eigenvectors.
If you consider the answer as applied to the general case of in-sample and out-of-sample regression, then knowing the principal components matrix is sufficient to perform PCR, but knowing the scores matrix is not.
Principal component analysis
Given $X$, an $m \times n$ matrix, in PCA we find $T$, $P$ such that $T = PX$ where $t_1,\dots ,t_n$ are uncorrelated and arranged in order of decreasing variance. $T$ is called the “scores” and $P$ is called the “principal components.”
Principal component regression
To regress design matrix $X$ onto response vector $y$ using PCR, first find the principal components of $X$ using PCA. Then, using the first $k$ principal components from $X$, perform ordinary least squares of $P_{k}$ onto $y$.
Algorithm overview
Using ordinary least squares, solve $Y=PXB$, where $B$ is the matrix of coefficients. So in the sense that in regression we do operations on $X$, you just need the principal components (i.e. eigenvectors) and design matrix ($X$) but obviously $PX=T$ is the score matrix.
Now suppose you evaluate your $B$ on new data $X'$. You still need the principal component matrix $P$ (up to $k$ components), but do not need $T$. Thus, PCR uses the PC matrix but not the scores matrix in the general case.
Answer sourced from A Simple Explanation of Partial Least Squares, by Kee Siong Ng (2013).
Thanks to @amoeba for help clarifying this answer.