Shortcut
Often called a "desktop shortcut", this is a icon that, when clicked, causes a program to run or a file to be opened. The icon does not directly represent the file or program itself. Instead, the information stored within the shortcut include the program or files actual location.
Often, users will create shortcuts to their favorite programs and files, and place those shortcuts on their Windows desktop. These shortcut icons are convenient and highly visible, while the programs and files themselves remain safely out of the way in other folders such as \Documents and Settings and \Program Files.
Shortcut icons can usually be identified by a small arrow symbol in the lower-left corner of the icon.