In userguide, chapter "Programs and Documents": "Launchers to programs may also be placed on the desktop. To create a new launcher, <mousebutton>right</mousebutton> click on the desktop, and choose <menuchoice><guimenu>Create New</ guimenu><guisubmenu>File</guisubmenu><guimenuitem>Link to Application</guimenuitem></menuchoice>."
In my system it is only Create new->Link to application, there is no "File" submenu. I am not sure if it is standard KDE, it might have been modified by my distribution (Suse). Regards Krzysztof Lichota (Polish translation team)