Please follow the steps below:
1. In the right of the taskbar navigate to the blue cloud (if not visible, launch the OneDrive application or in the arrow also at the bottom right you can find it there).
2. Click on the cloud and a new dialogue will open.
3. In the new dialogue select "View Online".
4. In your browser on the left click "Shared".
5. Select the folder you want a shortcut of.
6. Then select "Add Shortcut To my Files".
7. Wait for your OneDrive to sync.