The main menu item "File" has two commands to create the quick start icons:"Create a Desktop Icons";"Create a Quick Launch Icons".
By default Windows hides Thumbs.db files from being seen with Windows Explorer or My Computer. The "File" item in the main menu has two options for showing hidden system files:
After the first run, the program asks the following question:
If the answer is "No" the main menu item is available. It gives the possibility to set such file association at any time.