In the Steam client, go to your Library, right click on Divinity Original Sin and select Properties. In the window that comes up, switch to the Local Files tab, and then click the 'browse local files...' button to open Windows Explorer to the install folder - double click on the 'Shipping' folder, the EoCApp.exe.
If that works you can right click drag and drop the EoCApp.exe file to your desktop, and when the menu comes up, select 'Create shortcut here'.
