You’ll be prompted to give the shortcut a name… You’ll notice that your most frequently used items show up below the search box.

you could add/remove shortcuts from the list by clicking the arrow and choosing Manage Shortcuts from the menu.

with the period at the end, very important.

Launch Shortcuts Quickly With Microsoft Speed Launch

Then add in the following as the target, making sure to smack the Add button before clicking Create.

This is a rather cool little utility, well worth a look.

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Windows