You can launch it directly or from the CC Desktop application after you have installed it from the CC Desktop application.
Some additional FAQ: https://helpx.adobe.com/lightroom/kb/lightroom-creative-cloud-faq.html
What did you install? Have you installed any of the CC programs?
If on a PC got to: C:\Program Files\Adobe\Adobe Lightroom.
In there is a file called Lightroom.exe
Right click and pick, "Pin to taskbar" or alternatively Send to>Desktop (create shortcut) if you want an icon on your desktop.