Right-click in the window pane and choose New > Create Shortcut. Paste the path of the folder, which you are desirous of adding > Next > Give Shortcut a Name > Finish. Or else you can simply cut-paste ...
You can change folder icons in Windows 11 by right-clicking and selecting "Properties" and "Customize." Desktop icons like the Recycle Bin are changed in the Settings under Personalization and Themes.
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