Explorer is a Windows built-in program that let's you see the contents of a drive or folder in a window. Following Johnnya's instructions above, you get what you want.
Windows 7 installs most programs in a folder called
Program Files, creating a subfolder for the program. (A 64-bit Windows 7 also uses a folder called
Program Files (x86), installing 32-bit programs there and only 64-bit programs to Program Files.)
You find the
Program Files folder in Explorer when opening the drive C:
Opening
Program Files, you'll see subfolders for your installed software:
Here I have opened the folder for
Macrium Reflect, a so called imaging program, wanting to create a shortcut to desktop to start this application. Explorer shows me the content of that folder, and using details view, I can easily find the right file, the application I was looking for:
I select the file, right click it to open so called
context menu, go to
Send to submenu, and click
Desktop. This sends (saves) a shortcut to this application to current user's desktop. Double clicking it launches the application:
Kari