It sounds like this question isn't specific to HipChat, but a quick search suggests a couple sites that might have the information you're looking for:
Mac: http://lifehacker.com/5809871/how-to-make-a-desktop-shortcut-in-mac-os-x
Windows: http://www.thewindowsclub.com/create-desktop-shortcut-windows-10
You must be a registered user to add a comment. If you've already registered, sign in. Otherwise, register and sign in.