Here are the answers to your questions :
How do we create multiple tests as we create in QTP ?[Deepak] A CodedUITest class can have multiple test methods. Everytime after recording you say generate method, another test case is created.
How do we use the UIMap file across multiple tests?[Deepak] You can use a single UIMap file for multiple tests or multiple UIMaps for multiple tests. Go through the following blog on how to manage multiple UIMaps in CodedUITest.
http://blogs.msdn.com/anutthara/archive/2010/02/10/walkthrough-using-multiple-coded-ui-maps-in-test-automation.aspxHow do we execute multiple tests as a batch?[Deepak] In VS you get a test list in the form of .vsmdi file. Which will have all the tests of your solution. Here in the VSMDI file you can create different test list as per your need. Then you can use a test list to run a group of tests either through MSTest or through VS.
See the following on 'How to organize tests into test list'
http://msdn.microsoft.com/en-us/library/ms182463.aspxThanks.