The installation setting can be changed through the Pogo Game Manager to get desktop icons for your games.
-Launch the Pogo Game Manager
-Click the Settings icon in the bottom left corner of the Games Manager
-Put a check box in the desktop icon and start menu options then click on the OK button
-You may need to reinstall your games again for the icons to be added for your desktop
Please note that by using this method, the games will still be launched through the Pogo Game Manager.