Which operating system are you using? For Windows you can find the program under Start>All Programs. For Mac OS you will find the Photoshop Elements folder inside your Applications folder.
You are welcome to make a shortcut/alias of the Program and place it on your desktop. I would advise you to not just move the program itself as it will either no longer work or you will significantly reduce it's functionality since it will no longer have access to it's associated support files.