But he mentioned legacy titles. Meaning digital, if i'm not mistaken. I'm not sure what you mean by making your own shortcut, then. What exactly are you suggesting, other than reinstalling the game?
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"Legacy titles" are any game that was made to run on an older OS. So, If I try to run a game made for Windows XP or 7 on a Windows 10 system, that can be considered a legacy title. (Meaning it may not work nicely on the newer OS. You may have to select a compatibility mode, download older drivers, use a compatibility patch or mod, etc.)
Creating a new shortcut, as
@devivre has suggested, should work just fine on any version of Windows. Also follow the steps I've provided above (regardless of whether you're using the disk, Steam, or GOG). Installing games to protected directories in Windows can be problematic, especially if the game was not even made for that version of Windows.