Can I add a short cut to Explorer on my desktop?

Yes, the steps are browser dependent. See instructions below.

Chrome:

1. Open Chrome and browse to the location of the aspx file
   For example, https://slimapplications.sharepoint.com/SiteAssets/SLIM_Companion_Explorer.aspx
2. Right-click on the 3 dots (top right)
3. Select “More Tools” | “Create shortcut…”
4. Change name (optional)
   Enable checkbox for “Open as window”
5. Click “Create”
6. Right-click on the newly added icon in the taskbar and select “Pin to taskbar”

Edge:

1. Open Edge and browse to the location of the aspx file
   For example, https://slimapplications.sharepoint.com/SiteAssets/SLIM_Companion_Explorer.aspx
2. Right-click on the 3 dots (top right)
3. Select “More tools” | “Pin to taskbar”

Note #1: it is possible to start the Explorer tool in a specific site. Use the parameter startsite and specify the URL for that site. For example,
https://slimapplications.sharepoint.com/SiteAssets/SLIM_Companion_Explorer.aspx?startsite=https://slimapplications.sharepoint.com/sites/europe

Note #2: it is also possible to start the Explorer tool in a specific library in a site. Use the parameter starurl. For example,
https://slimapplications.sharepoint.com/SiteAssets/SLIM_Companion_Explorer.aspx?starturl=https://slimapplications.sharepoint.com/sites/Europe/Shared%20Documents