I want to write a Login Script that executes everytime a user opens the AX Client. Any pointers on how I can do that?
The easiest way is to an existing startup command, e.g. AutoRun or StartupElementAction (AX2012 only). See an example here.
If you want to run it automatically without any configuration, add code to Info class, method initPost() (or workspaceWindowCreated(), depending on what exactly you need).