When you install a Mendix app with the Windows Mendix Service Console it is installed as a service that will be started when the machine is started. No intervention or actions are needed.
I did not see anything for autostarting the app in api's doc or whatever.
As Chris states, the Mendix app is installed as a Service which should start automatically. One possible reason why this might not always happen is if the database is on the same machine and the Mendix service tries to start before the database is available. In this case, change the Mendix service so that it has an Automatic (delayed) start, or add a dependency to your database service.