Create a shortcut to shared files for easy access

Hi!

I have files shared with me through teams. 

I want to save all those files in dedicated folders I manage without downloading them - since I want to work directly on a single synced file. I want to avoid duplicated files. 

Currently, I can only find an option to copy the link or download it.

How can I create some kind of a "shortcut" to this file for easy access?

Thank you!