In Windows 10, open File Manager (it should be on the toolstrip at the bottom left of the main window) then successively left-click on:
This PC -> Windows(C:) -> Proogram Files -> R2019b (or the version you have) -> bin
to open each in turn,
Then right-click on MATLAB -> Send to -> Desktop (create shortcut)
The shortcut should appear on your Desktop. You can then place it wherever you want it.
If you have a different operating system, others will have to provide those details. I cannot.