Translations:Configure your desktop/4/en

Solution:

• with KDE 3.5, right-click and choose "Create link to Application"
• with KDE 4 it is much more complicated:
  • the "Desktop folder" approach
    • start Konqueror, choose Help -> About KDE. Verify you have KDE 4.2 at least.
    • right-click onto your desktop, choose Desktop Settings -> Type -> Folder View
    • in 4.5 that becomes Desktop Settings -> Activity -> Type -> Folder View
    • right-click onto your desktop, choose Create new... -> Link to Application
  • the "drag and drop" approach
    • Open a file manager and drag the file you would like onto the desktop. It will appear there as icon.