If you frequently use some code that is normally supplied as separate modules, you can load them at start-up time from your initialization file. This file is called .lispworks by default, but can be changed to be any other filename by using the global preferences dialog. See the Common LispWorks User Guide for more detail.
For example, to load the dynamic-completion code every time you start LispWorks, include the following in your initialization file.
(require "dynamic-complete")