Let's assume Windows 7...
If you read the
logon screen section in
this article[
^], you will see where the background is located and how you can change/set it.
Now, you can use the
startup script[
^] to change / alter this image.
On the other hand you can use modern Windows Task Scheduler to schedule task on system startup. See
here[
^], but remember to choose as trigger
startup instead of
logon.