Q: Why is there no notes icon in my icloud folder on my pc?

From http://support.apple.com/kb/PH12081

Note:   On your Windows computer, your changes are pushed to Microsoft Outlook. You can see your iCloud notes by expanding your iCloud account in the Outlook sidebar, then selecting the Notes folder for the account. You should add and edit your iCloud notes only from iOS devices, Mac computers, or iCloud Notes. If you add or edit iCloud notes using Outlook, those changes don’t appear on your iOS devices, your Mac computers, or in iCloud Notes.

Are you not seeing a Notes option in Outlook?  Also even if you do see this here, the information you add won't be added to your phone.  You'll need to update the note through a web browser at www.iCloud.com for it to appear on your iPhone.

If you are missing notes, you might want to tap on Accounts in the upper left hand corner of the Notes application and see if you are in the section labeled iCloud, On My iPhone, or All Notes.  One time I thought I lost some notes, but they just were in the On My iPhone section.  You can also change the default account you would like new Notes to save to in Settings>Mail, Contacts, and Calendars>Default Calendar.

I hope this helps!