Yes, you can set a desktop shortcut with parameters that tell it to open a document directly, or you could simply create .LFE file (laserfiche entry shortcut) on the desktop and that will also open the document in Laserfiche.

You can create an LFE shortcut very easily by holding CTRL+SHIFT and dragging the Laserfiche document to the desktop. They can also be created programmatically or manually as they are just XML documents with a custom extension.

Click here for more information about LF Shortcuts