Simple use a batch file. Open Notepad and type something like below:
start C:\windows\calc.exe
start winword
Save the above two lines as a text file with extension .bat. Now right click the file in explorer and point to Send To-> Desktop (create shortcut).
You are done!. Just replace the above lines with paths to the programs you wish to launch. If the program is in the path you can just type the .exe file name. Otherwise, you need to specify the full path.
