How do I launch python scripts automatically from the Digi Transport?

You can setup this feature from the web interface.

Open the web interface of the Transport.  Go to: Homepage -> Configuration - System -> General -> Autorun Commands.  

Under the 'command' section, enter the python command along with the name of the script you wish to start.  

For example, to run hello.py you would put:
python hello.py


now press the 'add' button. Then click the 'apply' button at the bottom. 

You will then need to save the configuration.  You can do it at: Homepage -> Administration -> Save Configuration.  
Press the 'save all' button.