The shortcut will be created and placed on your desktop.
Enter in Internet Options and click on Finish to finish creating the shortcut. You will be asked to enter a name for the shortcut. Enter in the following and click on Next. On the following screen, you will be asked to enter the location of the item. Right-click anywhere empty on your desktop and select New followed by Shortcut to start creating a new desktop shortcut. The following is how you can go about creating a shortcut for Internet Options menu in Windows 10: It will place a small icon on your desktop that you can click on to open the Internet Options menu on your PC. If you often forget the ways to launch Internet Options and keep wondering where is Internet Options on Windows 10, you can create a shortcut for your convenience. Create Internet Options Shortcuts in Windows 10