I tried changing the start in field of the shortcut, and I created the the config.py file and wrote c.NotebookApp.notebook_dir = u'D:\Jupyter' and made sure it's uncommented.
Note that when I open Jupyter Notebook from the Anaconda prompt it does open in the desired folder. I'm trying to make it work with the shortcut.
This picture shows the properties of the shortcut and the relevant part of the config.py, as well as showing the Jupyter Notebook virtual server is attached.
I consulted the following link before posting my question (not hyperlinked due to lack of reputation): https://www.reddit.com/r/IPython/comments/44luwc/how_to_change_jupyter_start_folder/
http://jupyter-notebook.readthedocs.io/en/latest/config.html
Changing Jupyter Notebook start up folder by modifying "start in" not working any more