You want a shortcut to the virtual Desktop, the root of the Shell namespace. To create a shortcut to this folder that bheaves like a "normal" shortcut to a folder -- navigating the current folder to the shortcudt target rather than opening a new window with an Explorer command, you can't use the shortcut wizard, but you can create it with a few lines of PowerShell code.
You can copy and paste the following block of code into a PowerShell window. It will create the shortcut in whatever directory the window is open to.
$LnkFile = (New-Object -com wscript.shell).CreateShortcut(('{0}\Desktop.lnk' -f $PWD.Path))
$LnkFile.TargetPath = "KnownFolder:{B4BFCC3A-DB2C-424C-B029-7FE99A87C641}"
$LnkFile.Description = "Virtual Desktop"
$LnkFile.Save()