To change the icon picture, right‑click the shortcut → Properties → Shortcut tab → Change Icon .

Here’s a clear, step-by-step post you can use or share: How to Create a Desktop Icon (Shortcut) on Windows

Desktop icons (shortcuts) let you open your favorite apps, files, or folders with one click. Here’s how to make one in seconds.

Open Finder, find your app or folder, then press Cmd + Option while dragging it to the desktop. A shortcut (alias) will appear.