Help transfer the shapes to a layer. Which keyboard shortcut should I use?

[hvrxme]

How to make the same cursor as in the photo below? In earlier versions, it seemed to be Ctrl + Shift, but now how?

[JJMack]

I just tested CS3, CS6, CC 2014, CC 2018, CC 2019 and PS 2020 21.2  in all of those version when the cursor  is over a layer's thumbnail Content or Mask add the modifier key Ctrl the cursor turns somewhat like that but its missing the little + Clicking  load the pixels the thumbnail is for as a selection.   If I add the modifier Shift key (Ctrl+Shift) the cursor remains the same without the little + I can not say I remember ever seeing this cursor. I used Google image to search for Photoshop cursor icons and also hand icons and could not find it your cursor seems to be evading my searches.

[Jeff Arola]

The Cursor your seeing happens when one has an existing selection and Shift+Ctrl or Shift+Cmd clicks on another layer thumbnail to add the selection of that layers content to an existing selection. Also applies to the channels and paths panels.

[JJMack]

It should have dawned on me  that it was add to loaded selection.  Its shows how little attention I pay  the the cursor icons I often use Ctrl+Shift  in the channels palette to add alpha channels to a selection to make mats for collages the same icon is used there. So I have seem the often....