In the picture below, the 4 icons on the top represent real folders or programs.
The 4 on the bottom are shortcuts to programs or folders.

A shortcut is simply an icon that represents and gives you quick access to the program, folder, or document it represents. If you delete a shortcut, you will not delete the actual program, file or folder.

So if I dragged all of the 4 icons on the top to the Recycle Bin, I would delete the actual Jruler program and all of the documents in the Stress Saver, Pictures, and Downloads folders.

If I dragged all of the 4 icons on the bottom to the Recycle Bin, I would only delete the shortcuts. The actual Internet Explorer program and the other folders and documents will still be available.