This is strange, because that is not the common / default behavior on all Ubuntu systems I know, where the network manager applet starts automatically and automatically connects to any wireless networks known / present without asking for passwords it already knows.
My question is this: are you using a vanilla Ubuntu 12.04, or a variant (like Lubuntu, Xubuntu or Kubuntu)? Did you do any major configuration changes to your system? Do you login as the administrator user (the one which was set up during installation)? Maybe you have been updating an older system? Something is wrong here. Are you using a laptop? What make?
In any case, a half-fix for you is to put nm-applet in the startup applications. Press the Win key, type startup and select the "startup applications" icon. Then add nm-applet such that it is automatically started.
Another half-solution is that when you start the nm-applet from your terminal, do it like that:
Now you can close your terminal without closing the nm-applet.
However, that is not a real solution, because as I said, nm-applet should be started by default.
One way that I would test the problem would be to log in without any user-specific configurations, which normally reside in your home directory. Here is how I would do it, but proceed with caution and back up your data.
Assume that your username is "gandalf".
sudo -i # become root
mv /home/gandalf /home/gandalf_backup
chown -R gandalf:gandalf /home/gandalf
Log out, log in as gandalf again. You should have a virgin home directory now, with no configurations. If you still have the problem with nm-applet not starting, there is something wrong with the system (or, for example, your user rights). If the problem is now gone, then your user configuration files are at fault.
To restore your home directory, do
mv /home/gandalf /home/gandalf_virgin
mv /home/gandalf_backup /home/gandalf