Creating shortcuts on the desktop.
Both for folders and files, you can even create the shortcut directly on the desktop by clicking on the file or folder with the right mouse button and dragging it to the desktop. A popup menu appears, select 'create shortcup here" (or something like that, I have a french version of fenêtres). Obviously this works only if the desktop is visible, i.e. when Windows Explorer is not in full screen mode.