like any other shortcut
CreateShortcut "$smprograms\my app\my shortcut.lnk" "c:\path\to\folder"
this is a conductor in 99% of cases and its really what you want, but if you want to force explorer
CreateShortcut "$smprograms\my app\my shortcut.lnk" "$windir\explorer.exe" '/e,"c:\path\to\folder"'
but this shortcut will have the wrong icon, etc.
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