Hello,
Dell SupportAssist is a UWP (Universal Windows Platform) app (basically a Microsoft Store app). Because of this, the way to add the app to the desktop differs a little bit.
You'll have to push Windows + R to open the run window, type shell:appsfolder and then push enter, and then scroll the list of apps installed on your PC until you find Dell SupportAssist, and then when you find it, right-click it and then select "Create Shortcut". You will see a dialog box that tells you "Windows can't create a shortcut here. Would you like to place it on the desktop instead"? Push yes, and then you should be able to launch SupportAssist from the desktop.
Let me know how this goes.