How to: Copy a shortcut on the desktop
Solution:
Right-drag the icon, and select 'Copy Here'.
1) From a folder or shortcut on the Windows desktop, right-drag the folder or icon representing the file you want to copy to the desired location, and release the mouse button. (A pop-up menu appears.)
2) Select 'Copy Here' from the pop-up menu.
'Copy Here' from pop-up