I in situation where I am trying to make a shortcut file that download putty.exe into %appdata% directory and also execute the downloaded file in windows but the active script below just downloads putty.exe into %appdata% directory without executing the setupfile downloaded into %appdata%.
Dim DownLoadLink, FileName
DownLoadLink = "'https://the.earth.li/~sgtatham/putty/latest/w32/putty.exe'"
FileName = "'%AppData%\putty.exe'"
Set WshShell = CreateObject("WScript.Shell")
Set ShApp = CreateObject("Shell.Application")
DesktopPath = ShApp.Namespace(0).Self.Path
unicode = Unescape("%u0052%