To add a desktop icon
Right-click the desktop, point to New, and then click Shortcut.
In Type the location of the item, type the path and name of the file or program you want to add as an icon, or click Browse to look for the file name, and then click Next.
Type the name that you want to appear under the icon, and then click Finish.
Program files normally use the extension .exe or .dll. Windows programs, such as Notepad (Notepad.exe), are normally found in the Windows folder, while other programs are often located in the Program Files folder on your computer.
If they are not already present on your desktop, you can add icons for My Computer, My Documents, My Network Places, and Internet Explorer from the Display Properties dialog box. Open Display, and then on the Desktop tab, click Customize Desktop to add those icons.
To open Display, click Start, click Control Panel, click Appearance and Themes, and then click Display.