The Shortcut module creates an add/remove link for each page on your site; the link lets you add or remove the current page from the currently-enabled set of shortcuts (if your theme displays it and you have permission to edit your shortcut set). The core Seven administration theme displays this link next to the page title, as a grey or yellow star. If you click on the grey star, you will add that page to your preferred set of shortcuts. If the page is already part of your shortcut set, the link will be a yellow star, and will allow you to remove the current page from your shortcut set.