How do I delete the onedrive shortcut without damaging the files?

[Microsoft Windows]

I was trying to manage my storage on onedrive and all my desktop items/games had moved to a shortcut called "Shortcut to desktop (Onedrive Personal)"I don't want to copy all my files and move them back onto my desktop screen, and I dont want to redownload my files or have them deleted.I haven't found any answers online and i need helpppppppppppp!!!!!!!!!!!!this is my screen now:

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