Right click the desktop > new > shortcut
Browse
Click This PC
Click Program Files (not Program Files x86)
Click UltiMaker Cura 5.6.0 (or the version you are on)
Scroll all the way down and click UltiMaker-Cura.exe
Click next
Click Continue (you can name it whatever if you want to)
This is the drive path for reference
"C:\Program Files\UltiMaker Cura 5.6.0\UltiMaker-Cura.exe"