Some automated test scripts are produced by using some automated test tools and some are produced manually by using some type of an Editor (usually a built-in one comes with the test tool). The more you know about programming, the better you'll be in producing these test scripts since you'll be able to define your own functions/methods that make things easier to work with and to reduce time spent in maintaining them.
Test Automation is generally classified as Functionality Testing and Load Testing. You may know these terms very well.
Functionality Testing tools like Rational Robot, Visual Test, WinRunner, SilkTest
Load Test tools are LoadRunner, Silk Perofrmer, Web Application stress tool..
An automated test tool creates a test script just like a VCR records a film. With most tools you have a record & play button where you hit record, and let the tool capture everything you are doing on the GUI. (ie. keystrokes & mouseclicks) At certain points you can then add validation points to ensure actual results meet your excpected resuls. When you hit the 'play' button the tool will then run through the test automatically. Everything that is recorded during your process will be stored in the form of a "script".(So that you can save it & run it again) This script normally takes the form of a programming language, though most scripts are quite easy to read and understand. Tools like Winrunner and QARun also have 'command wizards' that help you edit the code more easily. Most companies provide 3 day training courses, though a good appreciation of manual testing would be useful before going on these.