How to point icons to certain folders/drives

Really simple question I hope -

How do I point an icon to -

My Documents

And also for example -

A specific folder I make like say - E:/Cool

Or -

D:/

? I can't figure it out - at the moment I just know the default one for My Computer

you just need to create a new PidlShortcut desklet. Open the new desklet properties and change the shortcut properties.