How to create a SharePoint to OneDrive Shortcut
1. Open the SharePoint location you wish to have a shortcut to.
2. You can add a shortcut from any level of the site (select all folders from a site or an individual folder under the documents site).
3. The shortcut will appear in your OneDrive within file explorer.
4. The only thing that denotes the fact that the file is a shared, public folder is the chain link icon next to the documents.
5. Select and right-click on the link and choose the Remove Shortcut option to remove the SharePoint link. Note: Deleting the link out of your OneDrive will delete the files out of SharePoint as well.