Note: m0ha's answer is better if you have only a few games, but this one might work out better for you, if you have lots of games or simply have trouble finding each and every one from your library (or you don't want to have to remember which games you want to install every time you have to).
You can create a file .bat file under Windows in the following format
creating a new line for each game you want to install. Make sure you place pause between each installation. (Replace
[app_id_of_favorite_game_#] with the app id of the game).
To get the app_id of the games, go to their store page and you will see the app_id in your address bar (
You'll still have to click through the installation prompt to select the installation folder and whatnot, and click back to the command line running the script after finishing each prompt to get the next prompt.
pause is required for you to have time to go through each of the installation prompts, which ask you for installation directory and shortcut preferences.
On Linux you can do the same, but use the Linux equivalent of
xdg-open for most distributions it seems) and
pause (seems to be
read -p 'Press enter to continue').