The Create Shortcut window can be opened from the File->Create Shortcut... menu item or by right-clicking the backup job from the backup list and selecting Create Shortcut... It creates a shortcut for the backup job on a designated location and you can simply run the backup job by double-clicking it.
Since version 5 of Backup4all, all actions are executed in command line. The interface is also available and you can see the progress in interface. The difference is that now there is a easier process with a single application, no need to set up a different command line application.