It's something called "Desktop Cleanup", and it's moved your unused icons into a special unused icons folder. You have to find the desktop options and turn it off.
right click on desktop and properties desktop customize desktop and select icon to view it on your desktop and click OK
To Eliminate desktop Clutter. Windows XP periodically moves unused desktop icons into a folder named Unused Desktop Shortcuts.
When you remove an icon from the desktop on a Mac, you do not put the application in the trash only the desktop icon.
You cannot use the website icon on the desktop. You can always add the bookmarks, which are same as icon of page.
You may be referring to a path or shortcut icon on the desktop that points to a specific file or program.
The small pictures on the Desktop are called as `ICONS`.
Shortcuts
In my perspective, I don't really think there is a difference. Icon is the little picture thingys you find out the desktop. When you click shortcut for something, it will appear the same as an icon on the desktop. So I don't really think there's a difference.
Desktop Cleanup Wizard
If you right click on your desktop and go down to new and click on shortcut then go to browse and find what you what for an icon in your screen, you click okay then next then finish you have the icon on your desktop.
In the Windows operating system, desktop icons are shortcuts to programs that you can execute. To find out the program associated with an icon, right click on the icon and select Properties in the menu. In the dialog that pops up check the Location field.
double click the icon