Do you think this will work with legend and anniversary?

I didn't try anniversary but with legend I didn't need it, that one worked for me directly. But if you are having issues and have a high core/thread CPU give it a try it's the first thing I try with older games. You can also try lowering the thread count more if older games give you trouble by changing the bitmask.

7ffffff = first 31 cores/threads
ff = first 8 cores/threads (core 0, 1, 2, 3, 4, 5, 6, 7) in binary (11111111)
f = first 4 cores/threads (core 0, 1 , 2, 3) in binary (1111)

to make your own custom affinity, use windows calculator put it in programmer mode select "bin" then using 1 and 0 type in what cores you want in binary (on/off) 1 = on 0 = off then change it to hex and use that number in affinity.
example: core 2 and core 0 only = 101 = 5 hex
so your affinity is 5.
IIRC cores are numbered backwards so it would be in the following order core 3, core 2, core 1, core 0. So using only core 3 and 2 = 1100 = C

BTW this doesn't work for all games, for example Technomancer doesn't work at all if your core count is more than 8 regardless what you set your affinity.

I followed all the steps but got the message attached. What am I doing wrong?

It is just telling you that your shortcut isn't pointing to the batch file. Figure out where your batch file is, then right-click it and choose "Create shortcut", then move it wherever.