I know most of the people comes from windows and you are familiar with adding shortcut or start up folder in the startmenu etc.etc.
Ubuntu provides such utility to help you accomplish the same thing, Its not exactly utility its like a procedure to accomplish this.
And yes, for the more technical users, you can modify the startup script and accomplish the same thing.
You’ll find this by navigating to System > Preferences > Sessions menu item:
Click the Add button, and type [...]