I have a text file somewhere on the SD card.
How can I create a shortcut to this file on the "desktop" to open it immediately?
Linda File Manager allows you to do that. Just long press the file and select Create Shortcut. A shortcut icon shall appear on your Home screen
As a side note, it is also a nice file manager.
There might be tons of other options, though.
Amaze file manager, offers this option as well, just long click on a file or folder you would like to be able to enter to with a shortcut from the home screen and tap the 3 dots menu button at the top, then choose
Amaze File Manager is a FOSS file manager and it has many nice features stock file managers don't offer. For example, you can open with it files as text/image/video/audio/database with the application of your choice no matter what the file extension is - that's very useful for users who create or download/sync text files with no file extension or non relevant file extension like