Why can't I create a Desktop shortcut?

Apple notified me that there was an update to iTunes. I used to use iTunes update to update iTunes. Then one day the update failed and the fix was to uninstall all apple applications and then re-install. I figured that the reason that happened was that the update utility didn't have enough authority. So ever since, I have been going and downloading the new update and then running as administrator. When I went to do that this time, the first surprise was that I had to go to the Microsoft store and download iTunes that way and then it downloaded and installed without asking where I wanted to save the download. So it updates OK, but it removed my shortcut on my desktop and didn't replace it. I went into the start menu and tried to control drag a copy onto my desktop but the icon shows that it's not allowed. Why? Why can't I put an icon on my desktop if I want to? It did let me put a copy on the task bar. I tried to drag from there on my desktop, but again...I'm not allowed.

So why do I have to download from the windows store now?

Why can't I put a shortcut on my desktop if I want to?

And where the devil did it install the application?

I was going to find the executable and try to make a short cut that way, but I couldn't find it under programs or programs(x86). When I get a chance, I'm going to look under the user accounts and see if it put it there. I already looked to see if the files were hidden, but they were not where I expected them to be.

At first I thought it had messed up my music too, because songs were showing under artists where they didn't belong, but I finally was able to switch back to the "view" I have always used. And now at least that seems to be OK. I guess I don't understand how the default view was sorting things.

Thanks.