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Double click it just like opening a normal folder. I suspect your inability to open the shortcut is because the target of the shortcut is missing or the shortcut path is incorrect.
 
Maybe you mean how to know what is the target of the shortcut. In this case, right-click the shortcut and go to "Properties". There you might see the target folder/file.
 

If u can't open it by double clicking, than u may have moved or renamed or delete the original folder.
 
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