Within the last month, I went through the labor intensive process of doing fresh installs of 65+ JTS games on to a brand new laptop.
The majority of the games automatically produced a Desktop shortcut.
For whatever reason, a handful of JTS titles did not produce the shortcut.
So if you are missing one or want to create one, you need to go to the main folder that your game is in and open it up.
For example Normandy '44. Open the main Normandy '44 game folder and locate "Normandy44" application file
and right click on it and select "Create Shortcut", which will create a your new shortcut within the main game folder.
Next, either copy/cut and paste the shortcut on to your computer's desktop or some other location where you wish to have the shortcut at, and that is it, you are good to go!