As we know we are having AutoIt script for windows XP/2000/..etc.
Do we have same AutoIt scripts for linux machines?
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Some features of AutoIt do work under wine. However, some of the more powerful automation function are very windows specific so I doubt they will work perfectly.
However, wine is not the answer. You are much better off finding alternatives that are native to linux. A few ideas that might be worth investigating:
Fake input from the mouse and keyboard very easily.
Home page: jordansissel/xdotool at GitHub
wine AutoHotkey.exe script.ahk
There is also PYAHK AutoHotKey Python library which integrates AutoHotKey with Python. Probably you can run AutoIt under Wine as well. The downside is that you can control only Windows app under Linux.
For general Linux automation tools, see: GUI scipting for Linux.
For Python libraries, see: Python GUI automation library for simulating user interaction in apps.
See also: GUI testing tools at Wikipedia