Shell Command Files (SCF) permit a limited set of operations and are executed upon browsing to the location where they are stored. What makes them interesting is the fact that they can communicate through SMB, which means that it is possible to extract NTLM hashes from Windows hosts. This can be achieved if you are provided with write access to an SMB share.

You will first need to create a malicious .scf file where you are going to write a simple (you can scarcely even call it that) script.