[2020] How can I get The Icon of R6 on my desktop?

Hey YeetUS.DaZoRe! Welcome to the forums.

If you can navigate to the folder where you have Rainbow Six installed, once you've found the folder there will be a file labelled as an application "Rainbow Six Siege". If you can then left click the file to select and then right click this file, then go to "send to" and choose the "desktop" option. This will automatically create a desktop icon as a shortcut to your game. Hope this helps!