In the linux kernel is there a file that I can start to add my code, ex. load libraries?
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If you're trying to accomplish a user-space task by directly modifying the operating system's kernel, you're doing something wrong 99.999% of the times.
For cases where a direct interaction with kernel's subsystems and data structures is required, people invented the loadable kernel modules.
I think you have a misunderstood the terms kernel and shell.
To answer your question: in order to play an mp3 file at system startup, you should probably get
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In response to your reply to Mat, I doubt that would have anything to do with a kernel library or module; therefore, I would leave the kernel as is.
Depending on what desktop environment you are using, you can set up a program to execute after everything is loaded. I assume you have the mp3 codec on your machine. So for example, in KDE, you can access 'System Settings' and under the 'System Administration' heading, you can click on 'Task Scheduler' and set up a program to run at as a personal cron or a system cron.
Of course, I don't know exactly what you are trying to accomplish here based on what you have asked. But I think the task schedule will accomplish what you want.