Multi-Commands

First off I'm sorry If this question has already been answered I scanned through the subject titles and didn't see anything of the sort but anyway.

I wanted to know if there is something I can type to do multiple commands at once, the last mud I played I could type s;;se

That would send me south then immediatly se. Is there anything of the sort built into MUSHclient?

Yes, that is called "command stacking".

Go to the Configuration screen -> Input -> Commands and check "Command stacking using". The default character is ";" but you can change it.