In order for your application to be launched when Windows starts, you must create a registry value in the key:
Software\Microsoft\Windows\CurrentVersion\Run
For that go to the "Registry" tab and choose the "Target Computer"-> "HKEY_CURRENT_USER" (or "HKEY_LOCAL_MACHINE" if you want the application to run for every user). Right-click on the "Software" branch and select "New Key". Insert a key named "Microsoft". Then right-click on the new key and add a new key named "Windows". And so on until you have the path:
In the "Run" key use the "New Value" toolbar button to add a new value named, say, "MyApp" and set the value to the application file from the package (use the <Edit> button for that).