Question

I’ve downloaded FParsec’s library source code, and all the files appear with the shortcut symbol. What does it mean?

Answer 1

When the item was added to that project, it was added as a link Project -> Add Existing Item -> Add as Link

The file is most likely hosted in another location in the directory structure, and can also be referenced normally by another project.

From MSDN:

Adding an Existing Item as a Link

You can also add an item as a link rather than directly adding the
file to your project. Linked project items in Solution Explorer can be
identified by the link indicator in its icon (a small arrow in the
lower left corner).

By linking to a file, you can capture ongoing changes to a source file
without having to manually update a copy whenever changes are made.
However, if the underlying file is deleted, the link will be broken.
If you move your project, the link will be broken, because the link is
relative.