how do i make a shortcut?

i went looking for the esf exe file but i couldnt find it. is there a way to make a esf shortcut on my desktop or am i just gonna have to go into it manually?

just use this....or whatever thing u got

C : \SIERRA\Half-Life\hl.exe -game esf -console

thats wut i do. hope it works

(get rid of spaces between C : \ ....i couldnt cuz it made that face thing)