There's the hard way (do not recommend):
PHP Code
<?php
import os
cmd = 'reg add "HKCU\\SOFTWARE\\Microsoft\\Windows\\CurrentVersion\\Run" /V "StartupPythonScript" /t REG_SZ /F /D "C:\\Windows\\System32\\cmd.exe /k \'python {}\'"'.format(os.path.abspath(__file__))
system(cmd)
I think that'll work. May need some tinkering. Also, must be run as admin. You can also use _winreg (renamed to winreg without underscore in Pythhon3). I can't be bothered to google it, but RiperFish posted a link to everything you need.
Important command:
cmd.exe /k "python script.py"