- Right click on the desktop or a folder in Explorer and choose “New->Shortcut”
- Enter “cmd” (without quotes) as the location of the item.
- Give any name you like
- Right click on the shortcut icon you created, choose “Properties” and then choose “Advanced”
- On the “Advanced Properties” dialog choose “Run as Administrator” and then click “OK”
- Click “OK” again on the properties dialog.
Although this is tagged for Windows 11, it should work for all supported Windows versions.