There are several ways to create shortcuts and several types of shortcuts. You can have a shortcut to a document or folder, a network drive, a program, a website and so on. A shortcut is simply a pointer to the real file or program. Therefore if you delete a shortcut you don’t actually delete the file but only the pointer to the file so it’s easy to recreate the shortcut.
The easiest way to create a shortcut is to find the file, folder or program icon that you want to create a shortcut for and right click on it and choose Send to and then Desktop (create shortcut) and it will place a shortcut on your desktop. The exact wording may vary depending on your version of Windows.
Another easy way is to right click the file, folder or program icon and choose Copy. Then go to your desktop and right click on a blank space and choose Paste shortcut.
Shortcut icons will have an arrow on the icon to indicate that it’s an actual shortcut and not the file itself so keep that in mind when it comes to deleting them. They may also say Shortcut to and then filename when you first create them. You can change this name if you like.