How can I create a link to another program in a text document

Using LO 4.1.5.3 on a Win 7 laptop. I want to create a link (within a Writer doc) to another program. Any way I can do this?

I imagine this can be done using a macro with the shell command. A link is a reference to a file, which the operating system then opens according to defined associations. Execution of a program is different from document linking.