How do i make an .exe like this http://www.nirsoft.net/utils/nircmd.html

I'd like to make an .exe with the code i use alot so i dont have to keep writing it out. So then i could use something like this in my programs
shell C:\codes.exe deletefile "c:\test.txt"

I think theyre called command line arguments, but i dont know how to put them in my code, ive looked on google and it says something like using Command() and using modules not forms but dosent give any instructions.

All help appreciated and thnaks in advance
chris1990