In Windows, a shortcut is an icon that points to a program or data file. Shortcuts can be placed on the desktop or stored in other folders, and clicking a shortcut is the same as clicking the original file. However, deleting a shortcut does not remove the original file.
In the Mac, a pointer shortcut is called an "alias," and a shortcut is a keyboard command (see below). In both Windows and Mac, right clicking and selecting Create Shortcut or Make Alias accomplishes the same thing. See Win Shortcuts
Shortcut icons have a northeast-pointing arrow at their bottom left side. Note the difference between the icons on the actual items on the left and the shortcuts that point to them. Deleting the shortcut does not delete the original item.
In the Mac, a shortcut is a keyboard command that activates some function. A huge variety of keyboard shortcuts are configured in the Keyboard Preferences panel.
Mac shortcuts are keyboard shortcuts, and these are the standard shortcuts for taking screenshots. The Mac has a large variety of built-in keyboard shortcuts.