In order to have a command or program run when the Pi boots, you can add commands to the rc.local file. This is especially useful if you want to be able to plug your Pi in to power headless, and have it run a program without configuration or a manual start.
NOTE: on Jessie, Stretch and Buster (which use systemd), rc.local has drawbacks: not all programs will run reliably, because not all services may be available when rc.local runs.
See systemd for another way to have a command or program run when Raspberry Pi boots.
An alternative for scheduled task management is cron.
On your Pi, edit the file /etc/rc.local using the editor of your choice. You must edit with root, for example:
sudo nano /etc/rc.localAdd commands below the comment, but leave the line exit 0 at the end, then save the file and exit.
If your command runs continuously (perhaps runs an infinite loop) or is likely not to exit, you must be sure to fork the process by adding an ampersand to the end of the command, like so:
python3 /home/pi/myscript.py &
Otherwise, the script will not end and the Pi will not boot. The ampersand allows the command to run in a separate process and continue booting with the process running.
Also, be sure to reference absolute filenames rather than relative to your home folder; for example, /home/pi/myscript.py rather than myscript.py.
One more point to note is that all commands will be executed by the root user. This can lead to unexpected behaviour: for example, if a folder is created by a mkdir command in the script, the folder would have root ownership and would not be accessible by anyone other than the root user.