Windows users are used to be able to create shortcuts to have fast access to their files and folders. This is is especially useful when these are buried deep in their system. This feature isn't as obvious on most Linux systems as it is on Windows.
Shortcuts are made using symbolic links on Linux and Unix like operating systems.
Create Symlink in Linux
Terminal way (the link will appear in the folder the terminal points to):
ln -s /folderorfile/link/will/point/to /name/of/the/link
To create a symlink without a terminal, just hold Shift+Ctrl and drag the file or folder you want to link to to the location where you want the shortcut. This method may not work with all desktop managers.