The windows equiv is .lnk. Or in GUI windows world create a shortcut and then modify the launching parameters using properties on the lnk file. You could also

The windows equiv is .lnk. Or in GUI windows world create a shortcut and then modify the launching parameters using properties on the lnk file. You could also drop the string into .bat/.cmd files (but that would probably leave a cmd box running in the background). Downside to .lnk files is they are binary so you have to use an editor that understands them (like windows explorer).