At first, Project > Add Reference > COM > Windows Script Host Object Model.
using IWshRuntimeLibrary;
private void CreateShortcut()
{
object shDesktop = (object)"Desktop";
WshShell shell = new WshShell();
string shortcutAddress = (string)shell.SpecialFolders.Item(ref shDesktop) + @"Notepad.lnk";
IWshShortcut shortcut = (IWshShortcut)shell.CreateShortcut(shortcutAddress);
shortcut.Description = "New shortcut for a Notepad";
shortcut.Hotkey = "Ctrl+Shift+N";
shortcut.TargetPath = Environment.GetFolderPath(Environment.SpecialFolder.System) + @"
otepad.exe";
shortcut.Save();
}