title: Create a shortcut on desktop when run the JAR for the first time
body: <p>I've searched a lot about this, but I did't find it in Java.
  I want to create a shortcut on desktop when run the JAR for the first time without using plugins. I wanna a native way to generate a shortcut when the first time.</p>
  
  <p>I wanna create a txt file just to know whether it's the first time, but the difficult is generate the shortcut.</p>