I very strongly suggest you first read the official documentation. There it is very clearly explained how you do this basic stuff.
You can get the documentation by clicking on the menu "Files > Scripting Documentation" in the scripting editor.
If the help file is opened, navigate to the "Index" tab and click on "OnEvent_ChatWndSendMessage". There you'll see the whole explanation. Pay especially attention to "Return Value". It is this return value which will tell Plus! if the user has entered a recognized command or not and what the user will see after he entered a command.
A command is actually nothing more then just normal text. So the slash isn't actually needed; you can react on whatever you want. But to keep things simple and recognizable to the user, the consensus is that commands should always begin with a slash.
To learn how to add your own commands to the command list, see "Index > OnGetScriptCommands". Note that this has got nothing to do with actually letting Plus! recognize your commands, that is done in OnEvent_ChatWndSendMessage by the return value. OnGetScriptCommands simply adds your commands to the command list visible to the user, that's all. It's not mandatory, it is just good practice.
You can also take a look at existing small scripts.
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