Multiprocessing is started automatically in a LispWorks dynamic library. Therefore you can arrange for Lisp initialization operations by adding process specifications to *initial-processes*.
For example, if you have a function like this:
(defun my-server ()
(let ((s (establish-a-socket)))
(loop (accept-connection s))))
you need to do something like:
(pushnew '("My server" () my-server) mp:*initial-processes*
:test 'equalp)
before saving or delivering your library.
LispWorks User Guide and Reference Manual - 13 Feb 2015