A script file is a text file with a .scr extension. Edit it with Notepad.
In it you place AutoCAD commands with options and inputs as though you are running the program through the keyboard. You will create a script file and include the contents I showed. The reference to _DeleteMe.dwt is the answer to AutoCAD's request for a template name when you use the command line version of the New command. Replace with your dwt filename and path. The line I used is an example from my station.
The /b switch on the target line of the shortcut tells AutoCAD which script file to run at startup. Replace the path and script file name with your exact information.