Remote Insight Board was HPs name for a "lights out" option, Dell calls it DRAC (for Dell Remote Access Card). It can be either a PCI board, or on newer boxes something integrated to allow full remote management of the server usually via a web browser. It will hook into the video, and keyboard/mouse to allow full control even when an OS isn't running.

As for a program like VNC, it can start just like any other windows service can. And that means it can be a boot time service that starts prior to any user logging in.