Use the File explorer and go to C:\Program Files\Adobe\Adobe Lightroom.
Find the lightroom.exe file, and create a shortcut from that.
(right click the file and drag to the desktop, release the mouse button and choose Create shortcut here from the menu)
thanks Pat. For some reason, there is no .exe file. The instructions with the disk said to copy all the files from the dvd to my c drive (I created a lr6.5 file to put them in). Then it said to run the setup program and sure enough, a few moments late LR started, after it asked about whether it could change my computer. I can't find a way to just run it now instead of the setup program. Any assistance would be appreciated as I have never had a program install like this. I had no problems with LR5. Thanks again.
Once the setup has run and finished, you don't need those files anymore and you can just delete the whole folder. That's why you would normally put it on your desktop and not bury it in your folder structure. It's just temporary.
The program itself is now installed and lives in Program Files > Adobe etc as Per described, and he also described how to make a new shortcut if there isn't one.