This vulnerability can be exploited via a malicious USB drive, or network shares and WebDAV. Even if you have AutoPlay and AutoRun disabled, it will affect the PC, if you insert a malicious USB drive.
But unfortunately, at the moment, there is no patch from Microsoft to fix this exploit available. However there are certain solutions to block the exploit from running, such a Trend Micro’s Sysclean Tool, Sophos Windows Shortcut Exploit protection tool and Microsoft Fix it tool.
Sophos Windows Shortcut Exploit protection tool is a free application that will detect Windows shortcut Exploit and blocks it from running. You can read more about Windows Shortcut Exploit from here.