Create Alias in Cocoa

console.app is an app in your Applications/Utilities folder.
It captures debug messages from applications.

[quote=286997:@Christian Schmitz]console.app is an app in your Applications/Utilities folder.
It captures debug messages from applications.[/quote]
I can only report this:
14/09/16 22:11:22,069 lsd[235] LaunchServices: Could not store lsd-identifiers file at /private/var/db/lsd/com.apple.lsdschemes.plist

With macOS 10.6+, you can also do this with NSURL+writeBookmarkData:toURL:options:error:
Just in case someone is interested: Here is an example project: CreateShortcut, which extends FolderItem.CreateShortcut(dest, caption, icon) for Windows/macOS/Linux (without using 3rd party Plugins).