Windows

You question is vague.
Could you give me a for instance?

You can copy a desktop shortcut onto a person's Win9x desktop like this:

copy example.lnk c:\windows\desktop

Remember that if you are using long filenames for the link, you must use the short filename equivalent for DOS.

Well, as far as I know, you can't create a shortcut from the desktop. However, you can create a shortcut that points to a local batch file, and copy that .LNK file to the user's desktop, while creating a .BAT file from the command line. Creating a .BAT file from the command line can be done by typing this:
COPY CON TEST.BAT
Dir *.* (or whatever)
^Z
After typing a Control-Z, the batch file will be closed with a "1 file copied." message.
If you are creating the batch file using a batch file, you can just echo your lines into a .BAT:
echo dir *.* >TEST.bat
echo pause >>TEST.bat

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