The autoexec.cfg will be executed on server startup "only". The server.cfg will be executed "after" the autoexec.cfg on server startup, and will also execute on every map change. As tnarocks stated, if you don't have either file, and you need one or the other, simply create the file and place it in your server's
../cfg/ directory.
The gg_server.cfg is for servers that run with GunGame "some" of the time, so that they can set certain non-GunGame server variables to different values than what they want for the non-GunGame gameplay. Most GunGame servers are purely GunGame, so they don't need to use this file at all.
For the motdfile, I would suggest using the server.cfg for that. So, create the file and put the following in it:
Again, where my_motd.txt is the name of the file you are using for the MOTD. Then, place that file in your ../cfg/ folder.
One common mistake when creating a .cfg file is to accidentally call it .cfg.txt. Make sure when you create it that you have "Hide extensions for known file types" disabled in Windows. This way you will see the extension of the file (should be .cfg).
Satoon