The windows file explorer has to display a certain directory on stat up.
Call the properties of the shortcut using the right mouse button and change them. In this example the contant of drive D:\ will be opened.
At link enter this target:
%SystemRoot%\explorer.exe /N, /E, D:\
You can specify the folder
%SystemRoot%\explorer.exe /N, /E, D:\foldername
By using /E the explorer will be opened with a divided view. Without /E one window will be opened.