You can drag and drop shortcuts directly. Here's how to add links from the Start menu into your Favorite Links area
Firstly, Click the Start button, then Click Computer and explorer will open to your computer information.
You should be able to see the Favorite Links in the left sidebar or column. Click the Start button again.
Last of all, Drag and Drop any icon from the start menu into the Favorite Links area of Explorer.
You can also edit the Links folder by going to Run and typing C:\Users\"Your User Name"\Links
Then Adding or Removing the shortcut of folders that you want to be there in the sidebar. Bear in mind that shortcuts and not the folders itself.
