Find the shortcut icon for RTW. Then right click on the RTW icon, then in the box called Target:, type your command line arguments (like -nm, or -show_err, or -enable_editor). You can use all three, thusly:

F:\Games\RTW\1.2\RomeTW.exe -nm -show_err -enable_editor

If you do not have a shortcut icon, make one. Do it by going to the directory where RomeTW.exe is located, and right click on RomeTW.exe and choose Create Shortcut. Then add the arguements, as above. Then move/copy the shortcut wherever you want (like desktop, or Quick Launch bar).

Duplicate thread. Use this one.