I have a game that uses this file structure:
GAME FOLDER ->data ->data->run.bat
I want to put a shortcut to run.bat i
run.bat
You can make a relative shortcut manually by changing the file path. First in the usual context-menu you create a new shortcut of Windows for your file and in the properties -> location of your file:
%windir%\explorer.exe "..\data\run.bat"