This will redirect you to another dialog box. From there, choose the Shortcut option.
You can also type the address of the file but it is always better to choose the location as it minimizes the probability of mistakes.
Type and search the application in Search, a logo with windows on the Taskbar. Right-click on the application and select Open file location.
The shortcut is now at the end of the Programs list. For example, if you created a shortcut to Microsoft Word, the program will be present at the end of the list.
