I am not on a surface but a windows 8 pro laptop. What I found that fixed my problem was I went to the Desktop and clicked on the File Explorer icon, the one that looks like a Manila Folder and clicked on it. It opened to my user profile. On the far left,
there are "Libraries" and I had to go in and when I clicked on them, they would "error out" and I had to delete them. The "pointer" or "link" to them had "broken" and so I deleted the link and then opened it and magically they appeared.
I could then double click on them.
I have one for my Favorites now for "Downloads" and it is C:\users(ME)\links\downloads.lnk
"This file does not have a program associated with it for performing this action. Please install a program or, if one is already installed, create an association in the Default Programs panel.
OK
I right clicked on the Desktops small 16x16 pixel icon and with the word Downloads, Right Clicked, Remove.
I then right clicked on Favorites and said "Restore favorite links" and the icon for Downloads, a blue down arrow with a small yellow manila file folder was there. I can now click on it and it will open, where before, I had the error above.