On Windows, there is no launcher script. IMHO, you can use a shortcut to the yed.jar file instead. For default installation locations, its target should be
'C:\Windows\System32\javaw.exe -jar "C:\Program Files (x86)\yWorks\yEd\yed.jar"',
followed by the command line parameters mentioned above. You might want to increase the memory size as described in the following article as well: http://yed.yworks.com/support/qa/52/
Unfortunately, due to the lack of a proxy server, I cannot test this.