as seen in the image below i have a shortcut of an exe file that is located at the folder above. But when i open the file using this desktop shortcut these 4 files and folders appear and dont go away. I would like it if they went away since i dont want them there
an exe file is not a native linux app - it is a windows app - and you are using wine - the app in question is creating it’s own runtime files … nothing you can do aboutl it - except perhaps running the app from it’s own dedicated folder … you could fix that … but I am not capable of explaining the howto …
Welcome to the forum! 
In addition to .exe files being MS-Windows executables, as @linux-aarhus says, the icons will be located in your ~/Desktop folder, and thus you should be able to remove them from there using dolphin, or by way of the command line.
If the above seems too difficult for you, then please read the following short essay… 
IMHO, it is generally a bad idea to use the desktop as a working folder. It is for shortcuts/links/desktop files. Otherwise, as already said, the program creates its temporary files in the folder it is run from, so your best bet is to change that. Or some config file like the ini, telling it to store its DB somewhere else.
Saving stuff to the desktop…I see that all the time with some of my less computer literate colleagues on windows. They save everything on the desktop and after some time they run “out of space”. Because it can only hold so many icons.
You could try using the Linux version of Wii-Backup-Fusion instead.
I have never used it; but the example does serve to illustrate that native alternatives are available, rather than resorting to WINE to run a Windows application. That is all.
Cheers.
I thought that what i had there was a shortcut, i clicked new link to file or folder, put in the path to said folder in which the exe is located and used that. I also do not know how to change that behavior (unless what you meant by changing that is changing the location of the file).
I actually did read that earlier and decided to switch to mint but due to my internet speeds that takes several days to download so for these few days i have to somehow solve these problems on manjaro. I am trying to get them to never appear and use the runtime files from its original location. (The folders appear every time i open the program and thus requires me to delete these files and folders after each use manually)
I think part of the problem is that Linux symbolic links are not a good analog for Windows shortcuts. I saw them described elsewhere as
… a [Windows] shortcut takes you to the destination location, while a [symbolic] link brings the destination to where the link is.
You may have better luck with a .desktop launcher that points to your desired file, although I do not know exactly how well that will work with Wine and a Windows file.
I believe that Linux Mint provides a tool to help you create launchers, so that may be the easiest path forward for you if you do not know how to manually create one.
To follow up on the .desktop file suggestion.
Something like this;
/home/mallusai/.local/share/applications/WiiBackupManager.desktop
[Desktop Entry]
Comment[en_US]=Manage Nintendo Wii Backups
Comment=Manage Nintendo Wii Backups
Exec=/usr/bin/wine /home/mallusai/.local/share/WiiBackupManager/WiiBackupManager_win3.exe
Icon=/home/mallusai/.local/share/WiiBackupManager/logo.png
Name[en_US]=Wii Backup MAnager
Name=Wii Backup Manager
StartupNotify=false
Terminal=false
Type=Application
Version=1.0
X-KDE-SubstituteUID=false
(note the paths matter, and ~/.local/share/WiiBackupManager is assumed, for example.)
Indeed.
A symbolic link points to another file.
A symbolic link contains a text string that is automatically interpreted and followed by the operating system as a path to another file or directory.
Shortcuts are a little different.
Shortcuts are typically implemented as a small file containing a target URI or GUID to an object, or the name of a target program file that the shortcut represents. The shortcut might additionally specify parameters to be passed to the target program when it is run.