Advertised shortcuts are used by advertised features:
- when a feature is installed as advertised, it is only registered with Windows Installer; it's content is not actually copied on the machine
- when launching an advertised shortcut which targets something in this advertised feature, the feature content is finally copied on the machine
So advertised features and shortcuts are a form of "advertising". Your package shows the user that it has a feature available and installs it only when the user want to use it. If the shortcut is never used, the feature is never fully installed.
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