These are the steps you should follow to create a desktop shortcut for Epic game titles. How do I create a desktop shortcut for Epic Games So, if you are missing desktop shortcuts for games like Fortnite, let me show you the steps to create one directly from the Epic Games Launcher. As you can guess, this is not that user friendly. When there is no shortcut, you have to manually launch the Epic Store, go to the library and then launch the game.