In the Window Manager, when you check the checkbox to turn the windows on, make sure you click the small Save button that appears. This will save your preference for future sessions. If that's not working for you for some reason, try setting it from the corresponding setup page in the utility.
You can add a shortcut icon for each of these windows to the Start Menu, the XP bar or the floating Nav Bar. Gear Buff Macros looks like a blue lightning bolt, and the Stat Monitor looks like a red heart. I believe by default the Stat Monitor icon is already on the Start menu, and the Gear Buff Macros icon is already on the XP Bar. You can find instructions for how to add or move the buttons around on the DarqUI Help page for Experience Window, or look at this article
If you prefer to use a hotkey instead, the commands are