Yes.
1. Enable 'tdl://' support

2. Select the task you want to create a link to
3. 'Edit > Copy As > Task Link (full)'
4. Right-click on the Windows Desktop
5. 'New > Shortcut'
6. Browse to your installation of ToDoList.exe
7. Add ' -l ' (lowercase L) after the path
8. Paste the copied link after the ' -l '

9. Click 'Next' and give it a name.