In Finder -> Preferences -> General there is a checkbox option to show ‘Connected servers’. Use that to show connected servers and then you can make aliases for them. I learned about this setting today over here.
So to create an alias to an SMB share on your Mac desktop:
First use Finder -> Go -> Connect to Server…
Enter a location such as: smb://server/share
Then use Finder -> Preferences… -> Show: Connected servers
The SMB mount should now be visible on the desktop. Right-click the share on the desktop and choose ‘Make Alias’. Then take connected servers out of your Finder preferences and rename the desktop alias probably as the name of the share.