Solved EuropeBattle.exe or Loader.exe - what difference??

They're both copies of the original game executable, loader.exe will launch the game automatically in window mode so you won't have to manually add -w to the shortcut target. Other than that there isn't a difference, people got used to the "loader" name due to being the app that could let you run the game without cd and launch multiple game instances in retail.
If you would use a regular diablo loader and not install our server patch then you won't be able to create or join games in our realm.

 

So does it work if you run the game from the other executables then? You should be giving more information if you're experiencing launch issues and also read this thread.

 

My bad, I misread that and thought the game isn't starting at all if you apply those shortcuts but you're saying they actually have no effect if you addd them to loader.exe
Loader.exe only forces the game client to start in window mode, it doesn't accept other parameters so you could simply add -w -ns -skiptobnet to EuropeBattle.exe/Game.exe shortcut target in order to run the game in window mode with no sound while skipping to the login screen and you can remove the loader executable completely in this case. This file is there pretty much for those who don't know how to run the game in window mode at all and for those who are familiar with the regular 1.13c game loader name.