Quote:
How do I run an exe I havent downloaded using windows shortcuts?
Short answer: you don't.
Whatever the method you use to run an app, the app is downloaded to your PC before starting.
You can run an app that is available on a network resource like your company server, and in this case, a link to server location of the app will work. your PC simply download the app before starting.
It is usually not recommended to do this because pretty soon you run into configurations problems and it is easier to install the app locally and share the data on server.