Summary
You can add VBA code to the MxDocument's NewDocument event, so when ArcMap starts without referencing an existing document.mxd, the NewDocument event code will be executed.
Procedure
- Start the Visual Basic Editor.
In ArcMap, select Tools > Macros > Visual Basic Editor.
- In the View menu > Properties window, open the code for Normal > Arcmap Objects > ThisDocument.
- At the top of the Normal.mxt - ThisDocument (Code) window, choose MxDocument as the object and NewDocument as the event.
- Add code to load data into the ArcMap document
See: HowTo: Add feature classes to ArcMap using VBA