It's good to have this option, but how can I create them, and on what tabs can I use them? Only workspaces and documents?
New update for 2017 is the possibility to create a shortcut from workspace overview. See attachment to see how you can access it.
You can still create shortcuts in Documents, you will still be able to create shortcuts from it where it used to be.
To find your current shortcuts go under your personal menu which you access by clicking on your picture at the top right.