How to Create a AutoPlay Shortcut in Windows 7. This will show you how to create or download Windows 7 AutoPlay shortcut. You can also Pin to Taskbar or Pin to Start Menu this shortcut, or move where you like for easy use.How to Create a AutoPlay Shortcut in Windows 7. This will show you how to create or download Windows 7 AutoPlay shortcut. You can also Pin to Taskbar or Pin to Start Menu this shortcut, or move where you like for easy use.