Desktop icon won't work in windows 10

I FINALLY got local by flywheel downloaded and running. However, the icon on the desktop won’t respond, at all, and if I click on apps from the start menu it won’t respond there either.
I finally went into pc, computer downloads and applications and it came up with a box that said installing, took a few minutes then did load and start from there.

It put an icon in taskbar and on desktop, but if I X out, I have to go thru that long process again. I am clearly a novice and am trying to learn the program from scratch from a tutorial I purchased.

Please explain step by step what to do (like I’m 2) so I can figure this out. For now, I am just leaving it running on the task bar and just Xing out of the window … but it slows eveything else down. Thank you.