If you have the Gnome (desktop) installed in a for example a Debian Linux installation you can unlock the desktop doing the following.
Gnome Tweak Tool
Install the gnome tweak tool with the Synaptic Package Manager.
After installation you select the Advanced settings from the System Tools > Preferences menu.
Unlock the Gnome desktop
Finally you select from the Desktop options “Have file manager handle the desktop” and set it to on.
After this you are able to put any shortcut on the desktop.