Use the Shortcut class with the Create method

Shortcut.Create("\\PATH", [EntryID], [EntryNameOption], [Session]);

For example,

Shortcut.Create("\\Folder\\Shortcut", 12345, EntryNameOption.AutoRename, mySess);

This can be done using FolderInfo object, a name string, and an EntryInfo object instead of just a full string path and the ID.

If you search "Shortcut" in the SDK documentation you should find everything you'll need.