To make a shortcut for a certain program or any file or folder, right click on it hold it pressed and move it to the desired place and then leave it there.
A new options menu will be opened then to let you select an option. One of them is to make a short cut. Just Click it.
If you are on a website, right click on any empty place on the page and select "Creat a shortcut", to put one on your desktop.