Are you looking for a desktop shortcut or dock alias? If so, these are not created automatically. On Windows, your shortcut will appear in the Start Menu (you can use the search function at the bottom to make it appear if it is not on the list). On Mac, if you launch Photoshop from the Applications folder, an icon will appear on the Dock as long as Photoshop is open. When you close, the icon will go away. You can move the icon to a different position on the Dock or Control+Click it and choose Keep in Dock from the options to leave it there even after the application is closed.