You can create a shortcut and under the properties do a run of PowerShell.exe.
As an argument you pass along the script that PowerShell should run.
In the script you make sure the PowerCLI pssnapin is loaded.
For example, the target of the shortcut could be
%SystemRoot%\system32\WindowsPowerShell\v1.0\powershell.exe -File "MyScript.ps1"
And in MyScript.ps1 you add
Add-PSSnapin VMware.VimAutomation.Core
before the script uses a PowerCLI cmdlet.