[ubuntu] desktop shortcuts new from windows user

I am trying to setup a spare computer as games server for dedicated game servers for my kids to play with. Had it ruing on windows 7 but crashed often, doesnt crash on ubuntu but am struggling to get things to work

I am trying to get steamcmd to run. Have got it installed but would like to create an executable shortcut with parameters set to run steamcmd and update server. This is easy on windows, create a shortcut and add the paramaeters at end of the target line.

Have tried unsuccesfully to achieve this on ubuntu and don't want to be typing everything into the terminal all the time as the servers will get updated. can some point me to a tutorial on how to create an executable shortcut with all the paramaters within the shortcut.

much appreciated
Thanks
Spikenaylor