If you downloaded the installer, you may have faced a small problem , the desktop shortcut not working. Hopefully I have fixed this, but if not, you'll have to edit the shortcut yourself and change to the path where you installed it.
You can do this by right clicking the desktop shortcut, and in "Target" type
"C:\Program Files (x86)\One Must Fall 2097\OMF.bat"
Or wherever your BAT file is located
Then in "Start In" type
"C:\Program Files (x86)\One Must Fall 2097
Or wherever the main folder is.
Then hit Apply
Hopefully you don't have to change the icon pic, but if you do, go to Change Icon. Where it says "Look for icons in this file" paste this in
%ProgramFiles% (x86)\One Must Fall 2097\base\OMF.ICO
Or wherever you installed it
Then click on the first picture, and hit OK.
Then hit Apply.
Sorry for the trouble.