For Linux Mint Xfce Desktop

In [Start(Win key) > Settings Manager > Session and Startup > Application Autostart], click Add button, input Name and Command.

The Command can be any executable command in terminal. For example, /home/leo/apps/WizNote-2.5.9-x86_64.AppImage (standalone appimage), copyq (installed with Software Manager). xmodmap /home/leo/.Xmodmap (to swap ESC and Capslock).

For Unity Desktop

To make an application autostart in Unity, you can define it in "Startup Applications" in Dash (start with win key).

When you want to define it with more options (delay time after startup, for example), or want to create it with shell scripts, you can add a "desktop" file under ~/.config/autostart/.

For example, execute a shell script to swap Capslock and ESC key:

$ cat $HOME/.config/autostart/.desktop
[Desktop Entry]
Name=WizNote
Comment=WizNote
Icon=WizNote
Exec=WizNote
Terminal=false
Type=Application
X-GNOME-Autostart-Delay=7

Here we set the delay to 7 seconds after login. Verified in Ubuntu 14.04, Dell E7450 laptop.

See note "Define Keymap on Ubuntu and Windows" for an example of autostarting shell script.