Yes, you can join any Zoom meeting without any fuss directly from a Windows Shortcut - without opening your Browser! All you need is the Meeting ID and Password.
When you are provided a link to join a Zoom meeting room, it starts with https, which open your browser, then opens your Zoom app (if you have it installed), then joins the Meeting. But if you already have Zoom installed, these shortcut targets will work just fine and won't bother opening your browser at all. The first joins using the Meeting ID number; the second adds the Meeting Password.
zoommtg://zoom.us/join?confno=MEETINGID
zoommtg://zoom.us/join?confno=MEETINGIDpwd=PASSWORD
For more detail: http://web.ncf.ca/pat/pdqlib/zoom.html