Hi there, and welcome to Zorin OS!
You can do this via the main Zorin OS menu, and use the "Add to Desktop" when you right-click on any of the applications that show up there.
Do note that if you're using another layout from the ones available through Zorin Apperance, this option may not be available. This has indeed been suggested before, and it will hopefully be fixed going forward.
For now, to work around this, you can install an extension as per this thread:
You can install extensions with the "Extension Manager", which you'll have to install separately first:
Drives are represented differently in Linux. There's no "C" or "D" drives, there are only specific locations on the file system. When you plug an external media or storage device, like a CD or a USB drive, they'll appear at standard location inside this file system hierarchy. Most likely, inside the /media directory.
To navigate the entire file system you can simply follow @Sorro's advice and access the "root" (the equivalent of "C" drive) through "Other Locations → Computer".
Alternatively, you can also access the address bar in the file manager by pressing Ctrl+L, and type the location that you want to navigate to.
You can do this through Settings → Default Applications. This however only shows a few selected applications, so hold on to that text file of yours 
In all fairness, this is probably enough for most use cases.
What do you mean? What would you like to see, exactly?