XYplorer Beta Club

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I think it's when you do a drag&drop with the right button. So right-click on your folder, hold it and drag a bit till the cursor changes and drop. Then you'll have a menu with, among other things, "Create Shortcut(s) Here"

I don't really use shortcuts so they're probably not the same, but on the right-click menu (the one in your picture) you have a "Create shortcut" item somewhere near then end

jacky
you are rigth, thanks.