Where does the game Install? How to create desktop Icon?

[Mister]

I'm old school.... desktop icon not created, head into the folder, find the executable, create a desktop shortcut to launch it.

So my other Arrowhead game Gauntlet created a desktop icon. And a small clickable thing from the old fashioned program list start menu. Path of exile, hearthstone, all the same. Start menu, Steam, list of games including a link to the Steam Starter. Cool;.

But not Hellldivers. No option to create desktop shortcut on install, no individual icon in the game list. I have to start steam and launch it from steam all the time. Is this normal?

How can I create a desktop shortcut. ELI5 if possible so there are no misunderstandings.