Right-click the desktop
Select New | Shortcut
Browse to the exe (e.g., "C:\Program Files\Adobe\Photoshop
Give it a suitable name (e.g., "Photoshop").
Then hold CTRL and drag the new shortcut to the Start button.
Wait for the menu to open, then drag to All Programs.
Wait again, then drag into position.
Keep CTRL held to ensure a copy is made (otherwise the shortcut
will be moved).