autorun.exe can be any exe as long as it will run on the computer. Using a Dbpro app for this might be a bad idea as directx8.1 might not be installed.
autorun.ini is fairly obvious just look at one from another cd.
By linking pages I take it you mean html. If so just do it like on the web using relative links. html/home.htm insted of d:\html\home.htm
What is on this cd that requires it to work in win,mac and linux?
If you really want to have a universal app then you would need to say what you want it to do.
If you want a cd to be put in the drive and some program pop up then it is not possible. There is no way to do it in linux.