Creating and executing cmd files

[yeye_olive]

Now, about Linux, what exactly should I do?

You need to do two things:
1. Add a line (the so-called "shebang") at the beginning of the script specifying which interpreter should run it; here is an example of a Hello world script for sh:

#!/bin/sh
echo "Hello world"

#!/bin/sh
echo "Hello world"

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Depending on what you want to do you might leave that to the user of your application.
2. Make the script executable by its owner. See QFile::setPermissions().