Windows 8 has a special metro style user interface. The desktop will show shortcut icon of applications which are pinned.

If you want to have shortcut icon of any application like Paint, calculator etc., you will have to pin this application.




After you have pinned this app, it will appear on desktop in windows 8 metro UI.
I have just pinned Calculator. Now this appears on my desktop.

Similarly you can unpin any pinned app.