The Autoexec.cfg is a file that runs automatically when you start a game. It can be used to preload scripts as well as settings.

On Windows, by default, the Autoexec.cfg is located in the path:

TF2:
Steam\SteamApps\common\Team Fortress 2\tf\cfg
CS:GO:
SteamApps\common\Counter-Strike Global Offensive\csgo\cfg

In this folder, you may or may not have an Autoexec.cfg

If you do not have an Autoexec.cfg already, you have two options: Copy a .cfg file, delete/replace its contents and Rename it OR create a New Text Document, open it and Save As "Autoexec.cfg" (make sure to save as All File Types and NOT as a .txt or Notepad file; you messed up if your file is "Autoexec.cfg.txt")
(After you save your Autoexec.cfg you won't need the new Text Document you created)





Once saved, you can open your Autoexec with any text editor, place your scripts inside and Save.
If you're in game, you'll need to enter "exec autoexec" in console after saving to update your changes.

Sometimes your settings are configured to automatically add ".txt" extensions to your files even when you try not to have them there (ex, Autoexec.cfg.txt). Sometimes settings will also hide these extra extensions from you even though they're really there (ex, Autoexec.cfg.txt appearing as "Autoexec.cfg" but still being a Notepad .txt file)


See the difference?

There are settings and methods that can be tweaked to get you the desired effect.

1. Show FIle Extensions

Head to your Steam folder (default C:/Program Files x86/ Steam)

Tools>Folder Options


Uncheck "Hide File Extensions For Known File Types"


Apply and OK


2. Save Exactly

When saving, place the full filename, including the extension, in quotes:

"Autoexec.cfg"

Of course, also choose All Files as the File Type