import net.jimmc.jshortcut.JShellLink;

String PRJT_PATH="";
private void getdir() throws IOException{
    File f=new File(".");
    File[] f1=f.listFiles();
    PRJT_PATH=f.getCanonicalPath();
}    //you can call this function at windowOpened event,this will get path of current directory where your project located.

JShellLink link;
String filePath;

public void createDesktopShortcut() { //after that call createDesktopShortcut() function to create shortcut to desktop.
    try {
        link = new JShellLink();
        filePath = JShellLink.getDirectory("") + PRJT_PTH +"\\JMM.jar";
    } catch (Exception e) {

    }

    try {
        link.setFolder(JShellLink.getDirectory("desktop"));
        link.setName("JMM");  //Choose a name for your shortcut.In my case its JMM.
        link.setPath(filePath); //link for our executable jar file
        link.setIconLocation(PRJT_PATH1+ "\\jmm.ico"); //set icon image(before that choose your on manual icon file inside our project folder.[jmm.ico in my case])
        link.save();
    } catch (Exception ex) {
       ex.getmessage();
    }

}