Hello Riad, 

Using the Windows desktop classic as your enrollment type you are limited to the lockdown and the lockdown options only.  

However, this being the case you can also enroll Windows desktops as Windows Modern devices which has another set of options that you can utilize that will allow you to restrict applications, manager features in feature control, etc.

I hope this helps to get you started in the right direction.

Thank you but issue as mentioned lock-down is restricting an app from starting and requirement is way either to prevent that or set this app to start automatically after reboot 

The other enrollment type supports "Kiosk mode" perhaps this will work for you?  Is this app you are looking to start automatically the same app that you are looking to put in the lockdown?

Yes its same program .. Can you provide step by step example on how to achieve that with notepad.exe for example ? 

Please see response below i got when I opened Soti case ( so am bit confused )  .... 

From Soti Case :

Since the idea of the Lockdown mode is to put the device into lockdown before any other application is launched, I don't believe that we can have the lockdown ignore an application or service and let it run on the foreground.

However, there might be a way to execute javascript through HTML and have it launch an app when the lockdown takes affect. 
Since, it's a customization, I will need to create a Professional Services engagement and they can get in touch with you with a discovery call to assess and inform you what solution can be implemented.

Let me look into this further.  If your use case works with notepad for example, I will post step by step instructions for you.