This is a generic answer that may help you.

For any file/program that you want to run, you must know the path (drive and folders) and the filename that you want to run.

Use Windows Explore and resize it so that it is not full screen.  You will need to be able to see the desktop.  Now, go through the left side window, expanding the tree/branches until you see the file you want to run on the right side of the Explore window.  Right click the file, hold down the tight mouse button and drag from the Explore window to your desktop.  Release the right mouse button and a small menu will pup up.  Left click on the option phrase that resembles "Create Shortcuts Here" and you will have an icon on your desktop.  Now you con right click the new desktop icon, left click on Properties, and modify the command line to add parameter switches, and make other modifications such as closing the program window when done.

If you select an executable file (usually an *.exe or *.com), that will be an executable file and that file will be executed.  If you select a non-executable file, then the program that is "associated" with that file will be opened, working with that file.  For instance, a *.txt file will usually open Notepad, an *.htm will usually open your default browser.  Results will vary on different machines depending on the "file associations" thet have been defined for that machine.

Also...
If your application's pathname contains any spaces, you will need to put quotes around it as in the following example.

C:\Sesame\Program\sesame.exe "Data\My Application.db"