To reach your character's second form, you have to ascend. To ascend, your character needs to meet their PL requirement. (For each character it is different, but for an example, Vegeta's is 2 million.)
Once you meet the PL requirement, simply press the z key. (default) Most questions regarding the gameplay can be answered with the ESF Manual. It is a .swf file located in your ESF directory. Open it in Internet Explorer if it doesn't open with that to begin with.
Now, to make a shortcut. This might sound confusing, but it's really simple.
You have a shortcut to Half-Life, the hl.exe file, right? If not, make one and put it on your desktop. Now right click on that shortcut, and select Properties. A dialog box will appear. Select the Shortcut tab on the top of the dialog.
In this window, there will be a few text boxes, the only one of concern this time is the one named Target.
In here, the pathname of your hl.exe file is listed. Place your cursor at the end of the pathname. Hit space, and type -game esf, this loads ESF everytime you click on this shortcut. You will probably also want/need access to the Half-Life console. So at the end of your pathname, space again and type -console. This enables the tilde (~) key to load the console whenever it is pressed. (This should work in enabling the console, but may not. If it doesn't don't worry there's another way.)
So just for an example, your shortcut's Target box should look like this, but only if you installed to the default directory, as I did.
C:\Sierra\Half-Life\hl.exe -game esf -console
If you want, copy and paste this text into your Target text box, just change the path of the hl.exe file if yours is located in a different area on your hard drive.
Got all that? The shortcut will now load Half-Life, then immediately load ESF, so you don't have to.