First, this is going to become my standard practice in 2022, so it's not aimed at you, specifically. Every NVDA user needs to know how to bring up the NVDA User Guide when questions like this arise: NVDA + N, H, U [NVDA Menu, Help, User Guide]
In the User Guide, search on just the phrase "windows start" and you're right in the middle of the discussion of enabling the setting in General settings to do just that.
Now I'll give the answer:
NVDA + CTRL + G opens the NVDA General Settings. So does NVDA + N, P, S (Since General settings are the initial Settings tab/pane displayed)
In the General settings there is a checkbox for, Use NVDA during sign-in (requires administrator privileges). If you have admin privilege, and check this checkbox, NVDA should become active on the Windows sign-in screen the next time you have to sign-in to windows.
Brian - Windows 10, 64-Bit, Version 21H2, Build 19044
The instinctive need to be the member of a closely-knit group fighting for common ideals may grow so strong that it becomes inessential what these ideals are.
~ Konrad Lorenz (1903-1989)