On my desktop on my Mac, there is a folder called "Applications". I think it is a shortcut to the actual applications-folder, but I am not entirely sure. If I delete the folder from my desktop, will it delete the actual applications-folder and all applications in it from my Mac?
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You can't delete the actual Applications folder on Catalina or Big Sur, because it's on a protected read-only system volume. It's protected in other ways on earlier OSes. Also: You shouldn't worry about deleting anything, because you can always restore it from your backup. – benwiggy Feb 4 at 17:01
Yes, it's a shortcut - the telltale small arrow gives that information.
You can safely delete it, it will not delete the original.