Well I found a solution to this.
Make a text file with a .ps1 suffix. This mean it is a Powershell script.
In the file write a line
Start-Process -WindowStyle Minimized SpacedeskServiceTray.exe
Nothing more. Save the file to your disk and create a shortcut of it to your Windows startup folder (usually C:\ProgramData\Microsoft\Windows\Start Menu\Programs\StartUp).
This will start the Spacedesk server minimized. Hope this helps to other people looking for solution.