This info here is contained in the chivalry folder after finishing the installation in a separate folder named with "Help Chiv Start-Shortcut" (or similar), so you can for example copy paths of this instruction and paste them into your Shortcut, if you need to do so.
The default path-entry of the contained shortcut may appear as:
"C:\Program Files\Activision\Rome - Total War\RomeTW.exe" -show_err -nm -mod:chivalry
(first line)
"C:\Program Files\Activision\Rome - Total War"
(second line)
If you have RTW in its original default directory, you have to change nothing and you can start with this shortcut.
Otherwise, you have to change the path manually:
" [insert here your custom path without the clamps]\RomeTW.exe" -show_err -nm -mod:chivalry
(first line)
" [insert here your custom path without the clamps] "
(second line)
To do so, you have to make simply a right-click on the Chivalry shortcut, choose properties, and you see the two above described editable lines.
Alternative take the search-button (below of the lines) to find your directory with the RomeTW.exe where you installed Chivalry.