A file shortcut can be created using the "mklink" Windows Command in the "Run DOS Command" Action.

As the command needs administrator privileges to work successfully, the WinAutomation Console, Process Studio or Sidebot/Solobot (ProcessRobot.UserAgent.exe) would need to have started as an Administrator.

The command can be used as follows: mklink "Shortcut Name" "The file's full path"