Create a "shortcut" in OneDrive
The link must be a url. Navigate to where you want the link, click the "Create or Upload" button in the upper left. Select "Link" and enter the name and the url.
Create a "shortcut" in Team Site
The link must be a url. Navigate to where you want the link, click the "Create or Upload" button in the upper right. Select "Link" and enter the name and the url.