Here is the way to create RDP shortcut icon on your desktop.
1. Right click from your mouse button. Choose "Shortcut"
2. Type "mstsc.exe /v:x.x.x.x /w:1024 /h:768"
mstsc.exe : CLI command for RDP
x.x.x.x : Target host’s IP
w: and h: = size of window screen
3. Finally, put a name of the shortcut you wnat to create