Part 1:
From the Python Docs:
Upon startup with the -s option, IDLE will execute the file referenced by the environment variables IDLESTARTUP or PYTHONSTARTUP. IDLE first checks for IDLESTARTUP; if IDLESTARTUP is present the file referenced is run.
IDLESTARTUP is an environment variable that tells the IDLE the location of a python script to execute on startup, as long as the -s option is given when you start the IDLE.  Thus you need to edit the script pointed to by IDLESTARTUP or PYTHONSTARTUP, add the import ... statement, and use the -s flag to start the IDLE.
Part 2:
To add to the sys.path permanently, you can edit the same file we edited above (the file referred to by IDLESTARTUP or PYTHONSTARTUP, and do a 
import sys
sys.path.append("...")
Note on Environment Variables:
To figure out if you have a IDLESTARTUP variable or PYTHONSTARTUP variable defined in Windows, you should be able to go to Control Panel > System and Security > System > advanced > Environment Variables.*
*(I'm not much of a Windows user, so you might need to seek out how to change environment variables in Windows on other questions or Google).