Your problem is not a "shortcut". Your problem is that your HTTP server is not properly set up to serve up your site, if it is even running at all. For this matter, refer to IIS documentation.
As to the shortcut, a batch file can work, but it's a bit silly. Rather, it could be a file names as someName.url; the simplest content sample could be, for example,
[InternetShortcut]
URL=http:
See, for example,
URL File Format — Fmtz File Formats Information and Specifications[
^].
—SA