Try it with searching for:
!ext:lnk
("!" means NOT; for more search suggestions (and there are many!), see:
https://www.voidtools.com/support/everything/searching/ )
Good luck!
P.S. If you want a more permanent solution, you can create a filter (Menu:Seach > Organize Filters) with that search query and call it something like MyDefault (or any other name you like).
You can make that your default filter in Menu:Options > Tools > General > Home:
Filter:
MyDefault
When that filter is active, you will no longer see .lnk files in the result list.
Bonus tip: enable Menu:View > Filters to see the filter in the top right corner of the EVerything Window (you can move it to the top left corner if you like that better)