The installer for our app does not automatically create a shortcut, and you must do so manually.
To create the shortcut in Windows:
Right Click the Desktop and click New > Shortcut
Click the Browse button next to the search bar
When the Browse for Files or Folders menu appears, click This PC > Windows (C): > Program Files (NOT Program Files (x86)) > Private Internet Access > pia-client.exe
Then click OK
Then Next and finally Finish
To create the shortcut in Mac:
Simply drag the PIA VPN App icon from the Application folder onto the desktop and run it from there.