If you cannot create the shorcut means that don't exists... that's why i need to see your directory. You need to have CoH installed and updated in order to run EF.
Also, needs to be installed on the same directory than CoH... so if you are using Steam, check the path before installing, otherwise never is going to run. Perhaps after reading this you realize that don't need to upload your screenshot, if not:
Open your CoH directory, hit PrtnScr, open paint, hit ctrl+v, save as jpg, upload it here on additional options.