Your Samba service should be running, even if you don't have an icon on your desktop. usually, the icon will simply connect into a Samba share. To check Samba is running, type
and it should return a few instances of samba running. Do you know the samba share you are connecting to, and what window manager are you using? It should simply be a case of right-clicking on your desktop, adding a new shortcut, and then choosing the option to connect to a mounted device, which will be whatever you have your Samba share mounted to.