At this time xlights is not very command line friendly which is what you would need in order to put it into the automatic startup. Not saying it can't be done, but I would just leave my computer on and change the power options so that the system does not go to sleep when plugged in. I know a desktop is always plugged in, but that is what the options will say when you look at the power options in control panel.
I second, third, etc the idea of getting a Raspberry Pi and running the show with it. A B+ model is only $20 these days. Of course there are other things needed, like a power supply, an SD card, a wifi adapter ($10-12) and maybe a case. All in all pretty cheap and easy.