By default the AppData folder under the current_user is hidden so enable hidden files to get it and paste the shortcut of the script in the given address or the script itself. Also the .PY files default must be set to python IDE else the script may end up opening as a text instead of executing.
Step #2: Adding script to windows Registry
This process can be risky if not done properly, it involves editing the windows registry key HKEY_CURRENT_USER from the python script itself. This registry contains the list of programs that must run once the user Login. just like few application which pops up when windows starts because the cause change in registry and add their application path to it.