Command Prompt Shortcut .lnk That Runs Program

The syntax for the START command is:

START <title> <program>

plus a few extra options. (Reference)

So you're basically just setting the title for a new Command Prompt window to be C:\Things\Prompt-Window-1.lnk.

If you want the actual program to open, change each line in your batch file to:

START "" C:\Things\Prompt-Window-1.lnk