“How do you turn a "File Folder" into a shortcut?”

These are called "symbolic links". You need to use the "mklink /d <link> <target>" command in Administrator mode. If the link and the target are on the same filesystem, you can also use "mklink /j" which creates a "junction" (filesystem reparse point). It behaves somewhat similarly except that it doesn't require admin privileges.

I'll look at the build log.