The solution that I found to link from another Windows app to the local (Windows) version of Evernote is as follows:
Right-click on a note and choose "Copy Internal Link" (or use the shortcut Ctrl+Alt+L).
Click in some empty space in the note you just selected and paste what you just copied to the clipboard (right-click and choose "Paste", or use the keyboard shortcut Ctrl+V).
Right-click on the link that was just created when you pasted into the note and choose "Edit".
Highlight the contents of the "Address" field in the dialog that pops up and copy to the clipboard (c