If you have removed it from there, press Windows-r together, enter explorer in the run box and hit the enter key. The program should be listed in the taskbar. You can launch the games from the desktop right away, but will notice that they are not added to the start screen.
If you can't see them, right-click a blank area on the desktop and select View > Show desktop icons from the menu. You will notice that the shortcuts are placed on the desktop of the system. Launch the Steam software, right-click on all installed games that you want to create shortcuts for, and select Create Desktop Shortcut from the context menu.
The first thing that you need to do is create the shortcut of the game.
