These are config files for various games. The idea is you create a symlink pointing to a file here named whatever the game expects its config file to be named. For example,

$ ln -s ~/.config/game.conf ~/.local/share/Steam/.../autoexec.cfg

Some of my configs, such as for GoldSrc and Source games, have some shared commands. These I placed on userconfig-goldsrc.cfg and userconfig-source.cfg and get exec'd from within each game's config file.