Yes you can but there are a few ways to achieve it.
If you have patch manager then consider using a custom vulnerability. This will allow you to pretty much scan for the presence of anything and report it back as a vunerability. This would be my preferred method.
If no Patch Manager then you could consider the software inventory. For this you would need t edit the LADAPPL3.TEMPLATE file on your core server and add the .LNK extension to the files to be scanned. ONce you've done that, back in the Manage Software List section of the console you could put in the name of your .LNK file. Don't forget to publish your changes.
The last main way to do it would be to deliver a script to each machine that did the scan for you and as an output wrote to the HKLM\SOFTWARE\Intel\LANDesk\Inventory\Custom Fields or HKLM\SOFTWARE\Wow6432Node\Intel\LANDesk\Inventory\Custom Fields if 64 bit. Anything placed here would get scanned but remember you may need to check the Unknown Items section under Configure - Services - Inventory to make sure your new data gets passed through.
Hope some of this helps. One caveat; you need to know the name of that shortcut file. If it could be anything at all then this all becomes much more difficult.
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