AutoHotKey is one of two things I miss when I'm on Mac. You can duplicate the functionality in various ways but there isn't a single tool that's both a full scripting language and a simple hotstring/hotkey tool.

The startup script for AHK is in the same directory as the AutoHotKey executable and has the same name but with a .ahk extension. By default that's C:\Program Files\AutoHotkey\AutoHotkey.ahk but if you're AHK is installed in C:\bin and named ahk.exe then the startup script will be C:\bin\ahk.ahk.