http://www.linuxquestions.org/questions/linux-newbie-8/how-to-create-a-batch-file-in-linux-608655/
That link has an example i used for my school project at least. Maybe you can use it.

i even cannot type my username and password in steam linux client...

You can't. Now - back to Windows!

E-macs. "C-x M-c M-butterfly". If you know what I mean.

To give you some help that will actually help you: You have to learn how to make it (programming). You have to make your own bash program.

http://www.tldp.org/HOWTO/Bash-Prog-Intro-HOWTO.html

Not impossible, but requires some time.

Off the top of my head, the .bat file:
....................
@ECHO OFF
START steamchat
TIMEOUT 1
START steamchat2
....................
would be equivalent to:
....................

!/bin/sh

steamchat&
sleep 1
steamchat2&
....................
@echo off is unnecessary because echoing is off by default on the bourne/bash shell. sleep is equivalent to timeout and ending a command in & has a similar effect to start.

create a "whatever.sh" named file with this:

!/bin/sh

xdg-open steam://friends/joinchat/number
sleep 1
xdg-open steam://friends/joinchat/number

Wait... auto join the steam chat rooms in Windows?

glad u solved the problem :D

Didn't see this until now, I was sad when I saw "solved" :( Helping people with code problems is always fun, sad times.