One of the problems with Windows 8 is that it's not as easy as it once was to create a shortcut on the desktop. It's easy to pin it to the taskbar once you are running it, but there's no way from there to get it onto the desktop. There's a few steps you need to follow to get that done.
Step 1 - Find Your App
The first thing you want to do is find the app you are looking for, either from clicking on the Search charm in the charms bar, or by just typing something on the main Metro screen, which will automatically bring up the desktop search.
Step 2 - Open The File Location
Once you find the app you want, right click on it. In this case, I right clicked on the new FeedDemon news reader app I just downloaded.
When you right click on an app, you will see a menu bar appear on the bottom of the screen with a bunch of options. You want to select "Open File Location", at which point you will be taken to the desktop with Windows Explorer open.
Step 3 - Create The Desktop Shortcut
Notice that the app icon now shows you the actual shortcut file on your system's hard drive. From there, now you want to right click on that icon in Windows Explorer and choose the "Send To" option, and then choose "Desktop (create shortcut)"
At that point, you will now have a new shortcut on your desktop. Use it wisely, my friends.