OleCreateLinkToFileEx

[DllImport("ole32.dll", SetLastError = true)]
public static extern int OleCreateLinkToFileEx(
   [MarshalAs(UnmanagedType.LPWStr)] string lpszFileName,
   ref Guid riid,
   uint renderopt,
   ref FORMATETC pFormatEtc,
   IOleClientSite pClientSite,
   IStorage pStg,
   out object ppvObj,
   uint dwFlags,
   uint dwAdvf,
   uint dwReserved,
   uint[] pdwConnection,
   IAdviseSink[] pAdvSink
);

Microsoft documentation: Link

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