I've never owned that game, but can't imagine there isn't an icon either on the desktop or in Start > All programs for it if you're using Windows. In any event, you can fire up My Computer, locate the program's installation folder in C:\Program Files (or wherever you installed it), find the program's .EXE file, right click the file, choose "Create Shortcut", and then drag the created shortcut to the desktop (or wherever you want it).