If you're on Windows:
You put the startup flag into the Desktop shortcut (or Start Menu shortcut) that starts Lugaru.
For that, you go into the properties of the shortcut (right-click, properties), and where it says
You change it to
If you're on OS X:
Open a Terminal: Press CMD-Space and enter "terminal" without quotes, pick the first one
In the Terminal window, type this:
open /Applications/Lugaru.app --args -windowed
... and press Enter. This assumes that Lugaru is located at /Applications/Lugaru.app
Not sure whether there's an easier way than doing this inside a script or something. There probably is though.
If you're on Linux:
You should really know how it works. It's a flag.