Create shortcut from command line

Solution 1:

I think this is what you're looking for:
https://stackoverflow.com/questions/346107/creating-a-shortcut-for-a-exe-from-a-batch-file

Solution 2:

You can use the utility NirCmd http://www.nirsoft.net/utils/nircmd.html

example

nircmd.exe shortcut "C\Windows:\System32\calc.exe"    "C:\Calculators" "Windows Calculator"