How is it possible to have an executable run automatically on startup? Is it possible by having a shortcut to the .exe in the startup folder in the All programs section of the start menu? If that is correct, what is the full directory of the startup folder?
There are many options, the Startup folder being only one of them.
A detailed guide is available here: http://oreilly.com/pub/a/oreilly/windows/ron/startup_0401.html
The most popular option these days is the registry - see the guide link above for details.