Press WINDOWS KEY + R together, when the Run Window pops-up type in regedit and click on Run
In the Registry Edit windows that pops-up, navigate to HKEY_USERS->.DEFAULT->CONTROL PANEL->KEYBOARD and double click on InitialKeyboardIndicators on the right
Set the Value data value to 2 and click OK
Reboot your machine and the Num Lock should be on without turning it on mannually.