There is no specific method to have an AnywhereUSB automatically connect to a host PC upon boot, other than following the normal AnywhereUSB installation procddure. An AnywhereUSB automatically re-connecting to the host PC is part of the design of the product.
Note that the AnywhereUSB Configuration Utility does not need to be launched (again) in order for the AnywhereUSB to re-connect. The AnywhereUSB Configuration Utility is only required to be run initially, to connect to the AnywhereUSB.
Once a host PC is connected to an AnywhereUSB, the AnywhereUSB should automatically re-connect to the host PC when Windows loads, without logging into Windows
To confirm this, first look at the Port LEDs and confirm they are all solid, which indicates that the unit is connected and installed. Then look on the right of the AnywhereUSB Configuration Utility at the "Status" and confirm that it says "Connected to this computer". Now reboot the host PC and watch the Port LEDs. While the host PC is rebooting, they should either roam left-right-left (for the (legacy) AnywhereUSB/5) or be off (for the 2nd generation models, i.e. the AnywhereUSB/2, AnywhereUSB TS-44, and AnywhereUSB/14), which means the unit is not connected to a host PC. Around the time you see the Windows login screen you should see all of the Port LEDs turn solid green, which means it connected to the host PC.