How to Create Shortcut of Local Shared Folder On MAC Desktop

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The "make alias" does not show when I right click. Here's a screenshot

Just drag the folder to your Finder toolbar or sidebar.



When you right click on the folder in finder, there should be an option to "make alias".  create the alias and then drag that to your desktop. 



Press the Option and Command keys while dragging it to the desktop. Make Alias is only available when you have write access to the folder containing it.