Windows shortcuts can potentially be dangerous if their target or icon attributes are modified by a cybercriminal. A shortcut's target can be changed to point to malicious files like cmd.exe instead of the original target. The icon can also be modified to disguise the real target. For example, a shortcut could be crafted to pose as a document but actually execute commands when clicked, enabling attacks like getting remote access to the system. Users should avoid running shortcuts from untrusted sources without inspection.