How do I get a desktop icon for steam version of Civ 5?

[Varelse]

I don't want to have to start Steam every time I start the game but there doesn't seem to be a way to get a desktop icon for the game. I'm sure I'm missing something obvious, but although I am not new to Civ I am new to Steam/DRM dominated games, so please cut me some slack!

 

[Welnic]

When you have the little window asking whether you want the DirectX 9 or 10/11 versions, you can right click on that to make a desktop icon.

 

[Varelse]

Thank you Welnic! I knew I was missing something obvious......