Shortcuts ? That's more a Windows function... Does Amiga OS refer to this as shortcuts as well ?
Anyway, if you want to "leave" icons on the desktop, navigate to the folder where the icon is located, select it and choose "leave out" in the menu.. AFAIK, no tools exist for this...
If you want, you can edit the .backdrop. file in the root of the drive, but using the standard method is much easier...
How many Icons are you planning to "leave out" if you want to use a tool to do this ?