Most of your desktop icons are created by ZenWorks.  You must be logged in to Zenworks to receive any user assigned icons.  This login normally takes place automatically when you log in to your workstation.  If the workstation was unable to log you in, your shortcuts will not appear.

Here are a few things you can do to resolve this issue.

1.  Restart your workstation
2.  Log off and re-login to your workstation
3.  Right click ZenWorks icon and select "Log in".
  Enter network credentials
4.  Right Click ZenWorks icon and select "Refresh"