Creating a shortcut is not the same thing as moving the program or file to your desktop folder. Rather, a shortcut functions as a link to that file's actual location.

To create a shortcut in Windows 10, just right-click a file, program, or folder, and select one of two options.

Note that you haven’t actually moved the file or created a copy. You’ve basically created a link in each folder that references the master file, which remains in its original location in Drive.