Originally Posted by AudioTrack
Originally Posted by Gordon Scott
That's neat, though I notice I don't have that option on my Win11 machine...
You might still have it in Windows 11 I believe.
Right click > select 'Show More Options' > select 'Send To' > select 'Desktop (create shortcut)'
That "show more options" is high on the list of the absolutely most frustrating and aggravating things when migrating from an earlier Windows version or doing a fresh Win install.

This is one of the very first things that I do:

https://learn.microsoft.com/en-us/answers/questions/2287432/(article)-restore-old-right-click-context-menu-in