I'm using SparkyLinux for my cousin's laptop and i'm a expert Windows user, and I have no idea how to see desktop icons as Steam says they are there, but I don't see them.
Which desktop do you use?
Looks like an issue with linux steam client.
Have 2 links that may resolve this issue:
1st is a debugging attempt and does work with a resulting shortcut created - you will need to add the icon extracted to your shortcut
https://github.com/ValveSoftware/steam-for-linux/issues/5590#issuecomment-4450834612nd and the simplest (for me at least) is a client change to Steam client beta update released on Jan 16, please opt into the beta client to make the shortcuts following this link in the same thread.
You can opt in to the beta in the Steam client : click on Steam -> Settings and under Account you will find the Beta opt in option. I am unclear if the standard release has allowed for this change as yet
https://github.com/ValveSoftware/steam-for-linux/issues/5590#issuecomment-454919928Hope this helps.