Windows Server 2012 doesn’t have the familiar Startup menu. To automatically download the program when the user logs in, you need to add a shortcut to the program to the “Startup” folder:
C:UsersUserNameAppDataRoamingMicrosoftWindowsStart MenuProgramsStartup
If the program should run for all users, then put it in the folder:
C:ProgramDataMicrosoftWindowsStart MenuProgramsStartup