Shortcuts are serializable objects, which means that they can be stored in places other than just a file
It's true that the vast majority of the time, people consider the shell shortcut object as synonymous with the file it is normally saved into, shortcuts need not spend their time in a file. You can put a shortcut anywhere you can save a hunk of bytes. Here's a program that creates a shortcut to the file name passed on the command line (make sure ...