OK, now in file explorer, navigate to find the Maelstrom.exe you want to use on your computer (e.g. DirectX9_64bit\Maelstrom.exe) and right-click Maelstrom, select Create Shortcut. Now right-click the shortcut and replace the Start In: C:\Maelstrom\games\gentlemen-of-fortune-25. Double-click shortcut to test.
You can rename, move and copy that shortcut to wherever you want.