That depends on the specific startup your system uses (which in Raspbian, IIRC, is systemd?) and it's really an OS question. Googling "running a program at Linux startup" should find you plenty answers and hint to fiddle with (e.g.
How to automatically run program on Linux startup)
Note, though, that most
persistent* "programs" run at startup have to be services/daemons; standard "one-shot" utils and tools can be launched by startup scripts but they have to end in a reasonable time or they will lock the startup, resulting in an unusable system.
If what you want instead is a program that runs automatically
when the desktop starts, most desktops have a configuration editor that allows you to add programs, more or less (though not exactly) like you'd do in "autoexec.bat" in the good old DOS days. Yet again, googling for it (like e.g. "run program at gnome startup") will give you plenty answers for it.
HTH!
*
persistent as in a program which is launched without waiting for its output, and runs basically from system startup to close-down, like e.g. the network daemons, etc.