How to make a simple Shorctut

Hello,

Firstly, Thank you for your help!

Im using the Opentext Content Server on my desktop so I can view folders in my local view on desktop, but There is a long path to access to a specific folder like :
Enterprise Connect\Content Server - Production\****\xx\****……
This is the link path I see in the explorer window, I want to copy this url path to make a simple shortcut in Desktop But the link is unknown and not worked.

So please Can I know how to get the right URL for a specific folder ( not the url web ) the local url path so I can make a shortcut directly.

Thanks You