.ink ?

Forse vuoi dire .lnk ...

Comunque, un collegamento lo puoi creare utilizzando questa API

Private Declare Function fCreateShellLink Lib "STKIT432.DLL" (ByVal lpstrFolderName as String, ByVal lpstrLinkName as String, ByVal lpstrLinkPath as String, ByVal lpstrLinkArgs as String ) As Long

Hai bisogno della DLL indicata ...