First find the executable you want to run in Explorer.
Then Right-Click and select "Create shortcut".
Now select the shortcut and "Cut" it via control-x.
Invoke the Windows run dialog via windows-r.
Type in shell:startup.
This should now spawn an explorer window with a folder.
Now paste your shortcut in via control-v.
Now when Windows starts up, it'll see the shortcut and the program pointed to will run!