Windows by default has all the services and configurations and settings on - by default that allow you to connect to 99% of Wifi Networks around the world..
If you take your computer to your friends house or even neighbors house right now, it should be able to connect and you would also be able to click "connect automatically" and it would work given that they give you the password for the network..
All Standard pre-installed Windows PC's do can do this without error.. I'm assuming you bought a pre-installed windows computer..
so If you are saying that if you truly have that clicked "connect automatically", and you restart your computer and then it's not clicked anymore??
1. is it still checked when you restart?
if not, Well what have you changed then? (or installed recently etc..)
This is based on the fact that all companies that pre-manufacture PC's set them up for connecting to Wifi being as if they didn't, they wouldn't sell and not make revenue..
or
2. you have a router that requires something special ? what is the router you are connecting to..