Very good idea, in Windows 10 it is quite easy.
You can copy the Pianoteq shorcut to your startup folder (press the Windows Logo Key + R, type shell:startup, and then select OK) and it will start with Windows. Of course you have to set up windows not to ask for the user and password.
If you want to start pianoteq in headless mode, can create a .bat archive for instance pianoteq.bat
Edit it with notepad and type the following:
cd "C:\Program Files\Modartt\Pianoteq 6\"
"Pianoteq 6.exe" --headless
Here the "" are necessary only if your folders or files have spaces or more than 8 characters in their names. Of course the names/localization of files may vary.
Then create an shorcut to the .bat file, and copy it to the startup folder.
Notice that Pianoteq will start with the last preferences used.
In the forum there are more preferences like --multicore max which you can add to the file.
In linux the process is similar, but I don't have any pc with linux right now to test.