All I want to create a desktop shortcut that do :
start cmd.exe D: cd data-generator java -cp bitcoin-data.jar com.dev.DoSomething
cmd should be running after that so that I can see console logs.
You could create a batch script which runs the commands you stated. To do this, open notepad (or any text editor) and write the commands, with each new line being a new command. Note that you do not need the "start cmd.exe line", and to keep the window open at the end, include a
pause command. Example contents of your file:
D: cd data-generator java -cp bitcoin-data.jar com.dev.DoSomething pause
Then, save the file as a .bat
NOTE That your text editor may try and save the file as a text (.txt) file, so make sure to select the type as "all files" and ensure that the .bat is at the end of the file as shown below.
Once you have saved the file, you can double click it to run the commands.
For a more advanced tutorial, check this out: Batch File Tutorial