Actually, there are a couple of things to consider here, one of which is that you might prefer to pin the apps to the Dock rather than have shortcuts on your desktop. In fact, the very way you phrase it is still very Windows centric. Just as sometimes the best place for an app is on the Taskbar, on a Mac sometimes it's a lot smarter to add the icon to the Dock and, as needed, shrink the Dock down.

So let's look at both possible solutions, then I would encourage you to start with the Dock and see if that works for you as it's a pretty Mac-centric solution. If not, well, you can fill up your Mac desktop just as you might a Windows PC and if that works, that's good. :-)

The easiest way to add something to the Dock is to launch the program, then click-hold the mouse for a second or two until the menu pops up. While still holding down the mouse, move the cursor to "Options" and...

That's the choice you want. "Keep in Dock". Once you've selected that, quitting the program won't make the icon vanish from the Dock, just the little glow spot underneath it (unless you've disabled that).

Done with the apps in your Dock? You can drag an icon off and remove it, or you can click-hold and again choose Options for the "Remove" option:

So if that doesn't float your proverbial boat, no worries. Working with application aliases is a bit more tricky, but not horribly so. First off, open up your Applications folder and when you've found the icon for the app you want to have "shortcut" on the Desktop, Control-Click on it to bring up the context menu:

Choose "Make Alias" and a copy of the app appears. Well, it's not a copy, just a pointer to the original, but they sure look similar:

Here's where you can see a bit of Mac magic happen. Drag it out of the Folder and onto the Desktop itself, or drag the alias onto "Desktop" on the side menu:

OS X is smart enough to understand what you're trying to do and what shows up on the Desktop isn't the clunky "Aperture alias" but...

The only thing that cues you that it's an alias (or shortcut, whatever) is the little arrow.

Again, I encourage you to try adding your fave apps to the Dock and try that for a few days. If it's not cutting it for you, it's easy enough to drag aliases onto the Desktop.