To run specific Control Panel items without running the Control Panel, all you need to do is run the relevant *.cpl file: for example, to open the Display Properties window directly, click Start, Run and then enter Desk.cpl and click OK.
You can also right-click Control Panel applets (under Start, Control Panel) and select Create Shortcut to add a shortcut to your desktop.
Microsoft also provides a brief summary of *.cpl files under A Description of Control Panel (.cpl) Files.
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