This article is from the GNU Chess and XBoard FAQ, by Tim Mann firstname.lastname@example.org with numerous contributions by others.
There are many ways; pick your favorite:
* Type the command line into an MS-DOS Prompt box. Example: "WinBoard
-ics". Starting Windows programs from an MS-DOS Prompt box works
only on Windows 95 or Windows NT, but then, WinBoard itself works
only on those systems.
* Make a Windows 95 shortcut for WinBoard. You can do this by
right-dragging WinBoard.exe to the desktop and selecting "Create
Shortcut(s) Here" from the menu that appears. Right-click on the
shortcut, select Properties, and click the Shortcut tab. The
command-line text box is labelled "Target" instead of "Command
line" just to confuse you. Edit the text in this box, adding the
command line options to the end.
* Choose Run from the Start menu, or File / Run from the Program
Manager or File Manager, and type the command line into the dialog
you get. You may have to give WinBoard's full drivespec and
filename if it is not in a directory on your search path.
* Make a Program Manager icon for WinBoard. You can do this by
dragging WinBoard.exe from the File Manager into the Program
Manager, or by using File / New in the Program Manager. Select the
icon and choose File / Properties. Edit the Command Line text box
to add the command-line options to the end.