you need to use different modules for all the different tasks involved:

Task: "Scanning folder of shortcuts" Module: scandir

Task: "Creating icons for each shortcut" Module's: xLabel (icons) scripting module like lslua or mzscript (for dynamically creating the icons)

etc
etc

Just asking how to make it is not going to get you any help.

I have made a dock type component, its called Program Loader and its in Lock.Solid, but that doesnt scana folder to get the shortcuts ;)

Good luck