Does anybody know how to create shortcuts in Extend 9.2?

Do you mean a shortcut to a menu item? Place a & sign in front of the letter that you want the shortcut for.

The same is true for controls, a push button - title property &Push would give you a shortcut using the key board Alt P to use that push button

No I mean creating a shortcut to a folder and putting this into another folder. (shortcut.lnk)

You can make a call to C$SYSTEM and execute the mklink statement to create the symbolic link.

Yes thank you. I didn't  know that statement existed.

Thanks