In broad terms, all electronic devices with computing elements have a bit of permanent memory which stores the program. On startup, after the actual chips and circuitry have powered up, the CPU or processor will automatically (this is the automated sequence in the processor when it starts up) go to a fixed memory “location” and look for a program to run.
The designer of the device will put their startup code there. At a very basic level, it is the same for any device with a processor.
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