Start my VPN at Windows startup?

It should be easy to start the program- the agent- giving you a task bar icon. In one I've sometimes used there's an option in the program's settings.
But that doesn't cause the VPN to become effective as far as your connection is concerned.

Bear in mind there is a decision to be made- the apparent country - choice of IP address. If you have this start at start-up, you may (conceptually) end up with a fixed country, or a prompt to choose the country.

The program for each VPN is an independent program, thus the options for that program will be individual to it. You would need to ask the forum for your particular VPN. They probably also have a contact form on their site.