In Windows, the Num Lock key state (on or off) can be set in the registry. It can be set in either of two locations, depending on when you wish to set the state, or both, if you want to force the state at boot and change it after the user logs in.

The Num Lock key state after logon can be set as a registry value for the current user in the key HKEY_CURRENT_USER\Control Panel\Keyboard. To set the state of the Num Lock key before logon (the key state will be set before the Ctrl+Alt+Del screen), change the registry value in the key HKEY_USERS\.Default\Control Panel\Keyboard. For both keys, the data for the InitialKeyboardIndicators value determines the state of the NumLock key. There are three possible settings.

0 = Num Lock is turned OFF after/at logon.
1 = Disable Num Lock.
2 = Num Lock is turned ON after/at logon.

A registry merge file that sets Num Lock on for the current user after logon is below.

Windows Registry Editor Version 5.00

[HKEY_CURRENT_USER\Control Panel\Keyboard]
"InitialKeyboardIndicators"="2"

It’s also (typically) possible to configure the Num Lock key state in the BIOS, although I personally don’t see the advantage of setting in the BIOS something that is configurable in Windows.

Note that users of full-sized keyboards with distinct Num keypads generally prefer to have the Num Lock key enabled and laptop users typically have Num Lock disabled. Much like the Function key is used to change the behavior of certain laptop keys, laptop keyboards without dedicated Num keypads map numbers to regular character keys. This could potentially cause some confusion, when users begin hitting the letter keys and get numbers instead.