Strange shortcut

Hi again
I wonder can anyone help me with a problem.
I am getting that awful scam that infiltrates the pc and tells you that your pc has been used without your knowledge and has committed this act and that act and you have to ring this number to get it sorted, and if you to disable this message youll damage the pc ! Well I do Contr /Alt/ Delete and it gets rid of it and I always run my AVG Scan to make sure all is well.
I am  getting this more and more.
When doing the last AVG Antivirus check I noticed that in the Documents that AVG is protecting theres a link to a document that I do not recognise. I certainly haven't created it.

The link starts " amd64_microsoft -windows-user-action_sounds "     and is much longer.

Would you be kind enough to see the screenshot below and tell me if this is a genuine entry or maybe where this nuisance is coming from please?

Thanks   Colin

Screenshot of AVG protected Documents

Ok Rakshith…thanks for your valuable time

Colin