Как программно создать ярлык?

Creating a Shortcut to a File
The CreateLink sample function in the following example creates a shortcut. The parameters include a pointer to the name of the file to link to, a pointer to the name of the shortcut that you are creating, and a pointer to the description of the link. The description consists of the string, "Shortcut to file name," where file name is the name of the file to link to.

Because CreateLink calls the CoCreateInstance function, it is assumed that the CoInitialize function has already been called. CreateLink uses the IPersistFile interface to save the shortcut and the IShellLink interface to store the file name and description.

// CreateLink - uses the shell's IShellLink and IPersistFile interfaces
//   to create and store a shortcut to the specified object.
// Returns the result of calling the member functions of the interfaces.
// lpszPathObj - address of a buffer containing the path of the object.
// lpszPathLink - address of a buffer containing the path where the
//   shell link is to be stored.
// lpszDesc - address of a buffer containing the description of the
//   shell link.
 
HRESULT CreateLink(LPCSTR lpszPathObj,
    LPCSTR lpszPathLink, LPCSTR lpszDesc)
{
    HRESULT hres;
    IShellLink* psl;
 
    // Get a pointer to the IShellLink interface.
    hres = CoCreateInstance(CLSID_ShellLink, NULL,
        CLSCTX_INPROC_SERVER, IID_IShellLink, (LPVOID *) &psl);
    if (SUCCEEDED(hres)) {
        IPersistFile* ppf;
 
        // Set the path to the shortcut target and add the
        // description.
        psl->SetPath(lpszPathObj);
        psl->SetDescription(lpszDesc);
 
       // Query IShellLink for the IPersistFile interface for saving the
       // shortcut in persistent storage.
        hres = psl->QueryInterface(&IID_IPersistFile,
            &ppf);
 
        if (SUCCEEDED(hres)) {
            WCHAR wsz[MAX_PATH];
 
            // Ensure that the string is Unicode.
            MultiByteToWideChar(CP_ACP, 0, lpszPathLink, -1,
                wsz, MAX_PATH);
 
            // Save the link by calling IPersistFile::Save.
            hres = ppf->Save(wsz, TRUE);
            ppf->Release();
        }
        psl->Release();
    }
    return hres;
}