Creating Shortcuts for One drive share links
Step 1: Open the share required
Click Open
Step 2: Sign in if needs be
Once signed in go to the URL box select the whole address and right click and copy
Step 3: right click on your desktop and select new and then shortcut
Step 4: Paste the URL you Copied from the file and click Next
Step 5: Give the file a name and click finish
Step 6: Move the shortcut where you need to and you now have a shortcut to the file you want