It is quite interesting and easy work to create an shortcut anyone thing on your desktop. You can easily access this shortcut without sorting or go to any where long in the files so let's see how you can make shortcuts in your computer desktops.
I'm using window 7 for that purpose, doesn't matter what window you are using all have approx same options.
Follow these steps to create shortcuts on your computer desktop.
Go to your computer desktop screen and press right click and navigate to New > Shortcut.
A window will be appear and ask for source destination, choose your source destination through browse button from your computer. Source can be anything like application, video etc.
Now choose any relevant name for your shortcut and finally click on finish.
Now you have successfully created your shortcut on your desktop. When you feel that you need or want to access this one file simply press this shortcut you file will be run instantly, thus you don't need to go any where long inside your computer directories.
Hope that will help you