In your start menu, you should have a folder named Startup. Anything in there will be auto-started when you log in. There are other ways that things can start automatically, but those are more complicated & will depend on the specific program.
As far as the icons in the lower right, it also depends on the program. Some you can just right click on & track down the checkbox for the system tray icon(that's what these are). Others don't give you an option & will always be there.