How to delete a shortcut in cmd or powershell?

It sounds like the shortcuts are placed on the "All users" desktop rather than your own desktop.

By default, on your desktop, you see icons placed on both your desktop and the All Users desktop.

If you type attrib on your own desktop folder in cmd, you can see all files with their attributes. This includes showing hidden files. It will then also show you what attributes are set, such as hidden. If this is the case dir /ah will show them too.

However, if attrib does not show them, then the links are placed in the All users desktop space instead. You can test this by opening an explorer window and typing in the address: shell:common desktop

Explorer will jump to C:\Users\Public\Public Desktop and if the shortcuts are there, they will now show up. You can do a dir in this folder from command prompt too.