In Windows you have batch files.
In OSX you can create “command” files. Open a text editor eg Sublime Text. (I noticed that TextEdit wouldnt allow me to save the file with a .command extention)
Enter your terminal (command line) commands into your file and save it with a .command extention.
To allow OSX to run that file via a double click you need to change the permissions. Open a Terminal window and enter
sudo chmod 755 your_command_file_path_and_name
You will be asked for your OSX password. Note that as you type it does NOT give any feedback about the key presses so just enter the password anyway.
You should be able to then navigate to your command file in the Finder and double click it to execute the script.