尝试阅读以下内容:
如何在Visual Studio 2005或Visual Studio .NET中向安装项目添加快捷方式文件 [

Try reading this:
How to add a shortcut file to a Setup project in Visual Studio 2005 or in Visual Studio .NET[^]

Regards
Espen Harlinn

是否有原因未在安装项目中包含此功能?

如果您想这样做，请查看 this [

Is there a reason that you have not included this functionality in your setup project?

In case you would like to do it that way, take a look at this[^].

为实现这一目标，我执行了以下步骤:
1.在VS中创建一个安装程序部署项目.
2.在应用程序文件夹"中添加了一个文件.
3.在应用程序文件夹"中创建文件的快捷方式.
4.在用户的桌面文件夹中移动了快捷方式.
5.构建解决方案并创建setup.exe文件.
执行安装文件并部署文件，并在桌面上创建它的快捷方式.
希望这能回答您的问题.

To achieve the goal I followed the following steps:
1. Created a setup deployment project in VS.
2. Added a file in Application Folder.
3. Created a shortcut of the file in Application Folder.
4. Moved the shortcut in the User''s Desktop Folder.
5. Build the solution and created the setup.exe file.
Executed the setup file and it deployed the file as well as created the shortcut of it on the desktop.
Hope this will answer your question.