I'm not sure if there's any option for that in Circle Dock, as I don't use it myself.
But if there isn't, all you have to do is drag the executable to your start menu -> programs -> startup.
(actually, that advice goes for anything you'd like to add to the startup
![smiley :)](https://www.donationcoder.com/forum/Smileys/fun/smile.gif)
)