Windows 10, mp4/mp3 files. As well related question: how to/can shortcut change there's 'open from' direction based on original file changing its direction?
Select all of the files you want to have a shortcut,
Then right-click on them, and go to "Send to"
Then press on Desktop (create shortcut)
If you want to make the shortcuts be made in the same folder as the original file then instead press "Create shortcut" 2 buttons beneath the "Send to" button.
If you do this the shortcut will be made within the folder
Another way would be to copy what you want to create shortcuts of...
Then where ever you want to paste your shortcuts just press "paste shortcut"