Do you see any messages when double clicking on your EXE or LNK files? EXE files are executable files and LNK files are shortcut files. Double clicking on any of them will cause the Windows operating system to run the application inside the corresponding EXE or LNK file. So one cause that your EXE or LNK file is crashing is that an application is broken or missing a component. Maybe your application is installed incorrectly or need to be reinstalled.
Sometimes you may need to run an EXE or LNK file with administrator privileges for an application to function properly. Try if this helps you.