If you want to add a link into the left sidebar of your windows explorer (which is the bit below):
All you have to do is browse to %userprofile%Links and then right-click, then go to New then Create Shortcut. Then follow the wizard to create a shortcut and you should then see the new Favorites Link appear.
Andrew Armstrong is a UK-based IT professional with 26+ years of hands-on experience in Windows, Windows Server, SCCM/ConfigMgr, Active Directory, PowerShell, and enterprise infrastructure. He founded TechyGeeksHome in 2010 and has published over 1,500 practical guides covering real-world IT problems and solutions. When not solving IT problems, Andrew develops free Windows utilities including Ultimate Settings Panel, which has been downloaded over 850,000 times.