Suppose you always compile and load several files after LispWorks starts. You can arrange for this to happen automatically by adding forms like these in your initialization file:
(defvar *my-files*
'("/path/to/foo1"
"/path/to/foo2"
"/path/to/foo3"))
(dolist (file *my-files*)
(compile-file file :load t))
If you also want to open these files in the Editor tool, then you can add this form in your initialization file, after those above:
(define-action "Initialize LispWorks Tools"
"Open My Files"
#'(lambda (screen)
(declare (ignore screen))
(dolist (file *my-files*)
(ed file))))