Then go to the Properties window for the shortcut and select the Shortcut tab. The easiest way to do this is to create a shortcut to the PowerPoint application.
Start PowerPoint from command line and use the /M switch to have PowerPoint run a specified macro when it starts a named presentation file.
This method DOES NOT require any add-ins or application hooks to handle events.
I am using PowerPoint 2016 so I can't speak for earlier versions although the documentation indicates this works for PowerPoint versions 2016, 2013, 2010, 2007.