Create the alias on your Desktop as normal, drag it into Composer to create a new source. It will show as being in your home directory (/Users/username/Desktop/file), which is fine, leave it like that. Build the package from Composer as a DMG, not a PKG.
Upload the resulting DMG to your Casper Share. In Casper Admin.app or in the JSS, check the boxes in the package details that indicate it can be used with Fill existing user home directories (FEU) and Fill user templates (FUT) - this last one is optional, but you can do that if you want to push it to the OS' User Template so new accounts will have it by default.
In your policy, add the DMG and make sure to check the FEU checkbox and optionally the FUT one (if they aren't already enabled). When it deploys the package, it will use your home directory name as a wildcard, placing the alias file on all user Desktops.
There are also other ways to do this, not involving creating and deploying a physical file. It can be scripted or you can opt to use something like a dockutil script to add the share alias into user's Docks, for example.
