Open Windows Explorer in Windows 7 or File Explorer in Windows 8.1 and Windows 10. Find the file or folder you want to create a shortcut to.
Right-click or press and hold on it and then choose "Send to -> Desktop (create shortcut)".
A shortcut is created on the Desktop pointing to the item you have selected.
If you have Windows 7 or Vista, all you need to do to pin a program to the Quick Launch bar is simply click and drag the icon to the Quick Launch toolbar.
If you are using Windows 8 or 8.1, you won't have the Quick Launch bar unless you add the toolbar manually. But you can still pin programs to the task bar by simply right-clicking the program icon and choosing "Pin to taskbar" from the menu.
In Windows 10, right click on the program icon in the taskbar when that program is open. Select Pin this program to taskbar.
You can also create a shortcut by right-clicking on the desktop. From the menu that appears, choose New -> Shortcut. The contents of your menu will look slightly different, depending on what you've got installed on your computer.
This will open the Create Shortcut wizard. It will ask you the location of the item you want to create a shortcut for. Click Browse and navigate to the item you want.
If you're creating a shortcut to a program, be sure you are choosing the program's executable file (.exe). While you can create a shortcut to pretty much anything this way, if you want the shortcut to actually run a program you have to be sure you've got the program itself and not some ancillary file.
When you're sure you've selected the right item, click OK. This will take you back to the Create Shortcut wizard. Click Next to continue.
The next screen in the wizard will let you give your new shortcut a name. The default name is the name of the file you selected. Type in anything you prefer and click Finish.