For the love of God, put some effort into your own goals. Matthias, by
searching Google, has already put more effort into YOUR goal than you have,
and then he supplies you with some pretty good links, and what, you don't
have time to find the answers on your own? Come on.
Here, if you want do it in a .bat file, you can create a .vbs file and
execute it and do this in a .bat for the sake of being in a .bat.
echo Set oShell=CreateObject("WScript.Shell")>C:\x.vbs
echo Set oShortcut = oShell.CreateShortcut("C:\path\shortcut.lnk")>>C:\x.vbs
echo oShortcut.TargetPath = "C:\path\file.txt">>C:\x.vbs
echo oShortcut.Windowstyle = ^1>>C:\x.vbs
echo oShortcut.IconLocation = "notepad.exe, 0">>C:\x.vbs
echo oShortcut.Description = "I created this with a .bat file.">>C:\x.vbs
echo oShortcut.Save>>C:\x.vbs
cscript c:\x.vbs
del C:\x.vbs
Ray at work