Have you ever used the 'Send To' command? Just in case you have not, the 'Send To' command is a context menu item that allows you to send files to different locations on your system (such as: the desktop, an email message, etc...).
Just in case you never heard of a 'context menu', that is the menu that is displayed when you right-click an icon in Windows. The context menu selections will change varying upon the object you click on.
Trying It Out
Try right-clicking an file on your desktop, you should see a menu item that says 'Send To'. If you select one of the items from the submenu, it will send that object to that location.
For example, if you're exploring your hard drive and you find a file that you will need to work on it later, you use the 'Send To > Desktop" command. This will place a shortcut to the file on your desktop, so that you can easily access it later.