The Unix equivalent of a batch file is a shell script. Google for "Shell Script tutorial" and you'll find plenty of information - and we'll be happy to help out with specific questions and queries.

If you're talking about executing programs on system startup (which is what autoexec.bat would do) then we need to know which OS you're using, and what you're trying to do.

If you want to set up aliases for commands you use often, see the manual page for your shell.

Cheers
ZB