The file is a symbolic link or symlink pointing to
/usr/share/nginx/mario/desktop. It has no content of its own - just a name and location, and a location that it points to. This information is stored in the filesystem (in inode tables), rather than inside the file itself.
If you open a symlink, you will see the contents of the file* it points to (we say the program follows the symlink to the target it points to)
Any program that reads files in this directory will also read the file pointed to by the symlink. This is often really helpful and space-saving, because multiple copies of the file don't have to exist if symlinks from other directories can point to them and programs and users can find what they need.
/usr/share/nginx/mario/desktop/ is the 'real' directory pointed to by the symlink. If you copied a symlink, then it should be pointing to the same place it was before (it's just a text string so it will not be changed by copying) and the symlink is not broken now (because it's showing up turquoise and not red) so to investigate you should check the target directory
/usr/share/nginx/mario/desktop and the original file
*in Linux, everything is a file even if it's a directory ;)