Short answer is don't bother. Long answer if you need it is...
You will need to use the windows script host: https://docs.microsoft.com/en-us/troubleshoot/windows-client/admin-development/create-desktop-shortcut-with-wsh
You will use that to instantiate a WScript object, that can then access WshShortcut to create the shortcut: https://admhelp.microfocus.com/uft/en/all/VBScript/Content/html/9d24095d-46a2-44d7-b900-fd4a0497a314.htm