If you use the search bar to find an app installed from the Microsoft Store, you will only get the option to pin it to the taskbar but you want to add it on the desktop.
Solutie
Run CMD as admin and run the command explorer shell:AppsFolder. That will open the applications folder where all the apps installed on the device can be found.
Scroll down the list and locate the shortcut you want.
Right click and select the option that says Create Shortcut.