Did you get a message saying that it completed installation? Until all 3Gb of Photoshop CC are download and installed, it won't start.
Also, on a Windows machine or Mac machine you usually have to answer a dialog box to allow the installation to proceed. Sometimes those pop-ups take a long time to show up... and sometimes an accidental key press answers "No". If you answered no or dismissed the install dialog, Creative Cloud Desktop usually shows a "Failed" message.
Finally the "Icons" on the Creative Cloud Desktop cannot be used to actually LAUNCH the application. You will have to do that in the "normal" way for your computer.