On Windows, when dropping something with right mouse button, a context menu is shown asking you what you want to do with the drop operation
So, I'd expect to be able to drop a folder on the desktop with right mouse button pressed (instead of left) and at the context menu shown to see option to make folder portal (guess that is set up in the registry [can use RegMon tool from Sysinternals/Microsoft to see what the shell queries in the registry when building that menu at drop]). Now can only do this by holding ALT key down (so you need to use the keyboard, plus you may have not noticed that you can do it at all)