By default LispWorks looks for a file
.lispworks
to be loaded automatically when LispWorks is started. You should create an initialization file and add to it Lisp code to initialize the LispWorks image to suit your needs.
The Preferences dialog can be used to specify a different initialization file, in the
Initialization File
area. You can either enter the path and filename directly into the text input box, or use the 
button to display a file selection dialog. Clicking on 
undoes any alterations entered.
Note: it is up to each user to create and maintain their own personal initialization file. A sample personal initialization file is supplied with LispWorks - see the file
lib/6-1-0-0/config/a-dot-lispworks.lisp
in the LispWorks distribution.
LispWorks IDE User Guide (Windows version) - 25 Nov 2011