Hi @tonyservices
Greetings from McAfee.
We would like to inform you that McAfee VPN which is inbuilt in McAfee application wouldn't be shortcut to desktop. However, the alternative way to have McAfee VPN on the desktop by installing safe connect and can be added to the desktop screen.
Alternatively, you can always contact chat support using the link below for immediate assistance or call our helpline number 24/7 (866-622-3911)US.
McAfee Support
If this information was helpful in any way or answered your question, please mark it as the accepted solution and give Kudos if appropriate.
Regards,
Venkat