There is multiple ways to achieve it :

1. View Auto-Connection Utility As Aron mentioned
2. Use group policy :

· -use autologin “Automatic Logon in Windows”featuers to make all the thin client login to windows

· lock the PC be disabling every thing in desktop

· use script or batch to run the VMware horizon client, or simply you cant put it in windows startup

3- there is also very simple way , replace the system shell (The Explorer shell) replaced by the View client, so as soon as the login happens, View loads....the normal Windows interface is hidden and inaccessible.