How to make a custom script?

I’m wondering how to make a custom script. This can pertain to .exe* or .bat* that have to do with commands the computer to do something. Or game scripts. Like scripts that make explosions and stuff like that, or make entities, or props change colors. I’ve observed that people have done these things for games like half-life 2 deathmatch, or Garrys mod. I have been downloading scripts and skins that have been made. I’m assuming they made these scrips and skins from scratch in code format. I would just like to know the secret to these projects. if you have any helpful hints.. please post them here. Please help! thank you!