There's an interesting question on our forum about restricting shortcuts to specific desktops.

Each user has their own desktop folder for files and shortcuts but there is an extra folder for All Users, because it would be a real pain to have to create shortcuts for every user.

Some software now gives the option to only install a shortcut for the current user although it makes it sound like a security measure, which is a  little optimistic.

If you do start moving shortcuts around, it's worth noting that this is also possible in the Start Menu. This is normally first encountered when moving folders around with the appearance of a warning that the change may affect other users.