Found It!

I tried reinstalling it, which wasted a lot of time but didn't solve matters. But now I've figured it out. Turns out that all games can be accessed via an application in Start -> Games -> Games Explorer, from which you can copy shortcuts to the Desktop.
To be perfectly honest, I much preferred to have an icon put on the Desktop as part of the installation process, but I suppose forcing me to wade through countless menus is a much more efficient way of doing things.

Thanks Bill!