How do I create a executable Script?

Hi,
I'm new with WinSCP and I want to create a executable Script. By this, I mean that, if you click on it, it will automatically open the console and type in the command, that is set in the script. This is, because i want to put it then into the autostart folder, so it starts, whenever i start the computer. Is this even possible?
Thanks in Advance

Make a Windows batch file that starts WinSCP with the script.
For an example of such batch file, see:
https://winscp.net/eng/docs/guide_automation#results

Though to the "autostart" folder you can add an shortcut to WinSCP.com with all necessary command-line switches. You do not need an "executable script" for that.