Here's what is says when I copy and paste the SKSE64 loader to desktop, and then click on it. You didn't create a shortcut to SKSE's executable file, you moved it to the desktop. Coyp it back into the Skyrim SE main folder, then rightclick on the file, "send to" -> "Desktop (create shortcut". I hope the Win commands are like these - using a German version of Windows here... How do I change the logo of the icon?