Originally Posted by Teknologic
Shortcuts to apps? Just drag those from the drawer, same as the widgets.
If you mean shortcuts to files in some directory, you'll need some sort of file explorer with that functionality. You'll probably find a widget that can link to a file after installing a file explorer (android doesn't give you an option to dig into the file system by default).
An example of a file explorer app is File Manager HD.
Not that. On my phone, if I long click the launcher, I have a shortcut option where I can place for example a contact, a bookmark, a navigation address, etc (not a widget).