If you are coming from Windows, you are probably familiar wtih adding a shortcut to the Startup folder in the Start menu so that the program will start after you log in.
Ubuntu provides a little utility to help you accomplish the same thing, but it’s not named quite what you’d think, so you may not have found this.
And yes, for the more technical users, you can modify the startup script and accomplish the same thing.
You’ll find the tool on the System \ Preferences\ Sessions menu item:
Click the Add button, and type in the full path to the executable you are trying to start if it’s not in your path already. For instance, if you wanted to start the vmware toolbox, you’d put in vmware-toolbox into the textbox. You can also browse directly to the item you want to start.