Updated answer for OneNote for Windows 10 as of build 1806 and later:
First, get the pair of links to the workbooks:
- Open your workbook (in the app)
- In the notebooks list, right click on the desired workbook
- In the context menu, select 'copy link to notebook'
(as noted in related articles, copying this link actually puts 2 flavors of link on the clipboard)
Next, paste the links into a text editor (e.g, Notepad.exe). Note that there are 2 lines pasted, and the path in the second isn't quite the same as the ID in the first.
And finally, paste the
onenote:http://... line into a new desktop shortcut.
It will open in OneNote app. You don't need to make the shortcut invoke the onenote .exe, it's already magically bound to the onenote: protocol.