You can cretae a
.desktop file in the
~/.local/share/applications/ directory (create that directory if it doesn't exist), so that it shows up in the Whisker menu.
.desktop file an appropriate name and edit it using a text editor. An example for the content of the
.desktop file is something like this:
Comment=Open the Downloads directory
In the above example I used Thunar to open the
~/Downloads directory, you can use whatever you want replacing the entries according to your choice.
user_name is the name of your user in the system, which means that you'll have to change it accordingly.
In the Whisker menu search for
Open Downloads and once you find it, add it to the Favorites section.
For more information about desktop entries, see here: