Normally, one makes grooves with a router and an appropriate bit (though that's generally in wood - you'd need a specific bit designed for cutting metal), or with a circular saw blade.
A table saw would be an ideal method for making a long groove like this, but good luck finding a blade with a 1mm kerf.
The existing grooves (it appears that there are some already) were, most likely, either cast/extruded into the parts at the factory, or were routed out in a CNC router after the parts were formed
It appears to me, though, that you really don't need a long groove, but a slot so that tab in the 3rd picture can fit through it. If that's the case, then a small cutoff disk in a Dremel™-type hand-held rotary tool would probably be your best bet.
The cutoff disks are very slender so you might actually have to make a couple of passes to make the slot wide enough to get that tab into it. However, with the metal clamped down, you should have plenty of control with a small rotary tool to be able to make a reasonably accurate slot.
If you really need to make the groove all the way along the channel, then the rotary tool would probably still be the way to go. You'd want to make a jig to hold the tool and a table/fence to support the metal as you run it across the spinning blade. This would, in effect, be very similar to a table saw or router table. The table/fence would support & control the metal, while the clamped rotary tool would spin the cutting disk as you run it across the metal.