How to create multiple shortcuts of files from one folder?

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)

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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

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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"