SSH into your Raspberry Pi or open the Terminal directly in your raspberry pi.
Go to the Desktop:
cd /home/pi/Desktop/
Or:
cd
cd Desktop
Create a new file with nano using the following extension:
nano NameOfYourShorcut.desktop
Add the following code, make sure to change the Name key with your shortcut’s name:
[Desktop Entry]
Encoding=UTF-8
Type=Application
Icon=system-file-manager
Name=NameOfYourShorcut
Exec=pcmanfm /full/route/of/folder/
You need to replace the last “Exec” key with the route of the folder you wish the shorcut to point to.
Save the file and exit nano by pressing Control + X then type “y” and press “Enter”.