Creating link files (.lnk ) files in windows

Creating link files are necessary for allowing users to easily execute Java programs on windows
Sample VB code to create link files is in https://wss.hypermart.net/vb/shortcut.html

Another option (simpler for the programmer) may be to just create a batch file (.bat) file which the users double-click to run the application (same as a lnk file).
Creating it is much simpler. Create a file with .bat extension and write the same command as you would while running it from comand line(command.com or cmd.exe).