KDE will launch programs configured in the Autostart directories whenever you start your KDE session. You have the option to launch normal programs or to launch shell scripts, be it Bash or zsh. If you need your script or program to launch during other stages of Linux startup, you can look into crontab or systemd.
You can create these configuration files manually or you can use the provided Autostart tool from KDE's System Settings.
By default it is set to create a symlink / softlink to your actual shell script.
Make sure the user has execute permission on the script or application.
Related: How to set file and folder permission on Linux
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