To create a shortcut to a shared folder on your desktop:

1. Right-click a blank spot on your desktop background
   
   
2. Select New > Shortcut
   
   
   
   
3. Where it says "Type the location of the item:" paste the path for the file share
   
   Note: Your manager or the person who requested your access should be able to provide this path. The format of the path is:
   \\[SERVER_NAME]\[SHARE_NAME]\[FOLDER_NAME]\
   Example: \\zeta\CUNE Common\ATHL-Game Management\
   
   
4. Click Next
   
   
   
5. You can edit the name of the shortcut if you like, or leave the default (it will be different from what's in my screenshot)
   
   
6. Click Finish
   
   
7. The shortcut will now appear on your desktop
   
   
   
   

BONUS: For added availability, you can also right-click the shortcut and select "Pin to Quick access" and it will appear in the top half of your Windows File Explorer list (when you click the folder icon in the Task bar)