Sculpt Wheel data is stored inside .blend file so you can open Blender using your typical startup file, set-up your Sculpt Wheel (eg. create toolsets, add custom brushes/tools/buttons...) and then go to File > Defaults > Save startup file, so every time you start a new project, your Sculpt Wheel configuration is there!

Trigger it while in Sculpt Mode and 3d Viewport by holding 'Space' key. Only you release 'Space' key it will go away.

By default if no toolset or tools are detected it will create some defaults for you. You can change them later or create new toolset if desired.