As stated before, we need more information:
1. Which links do you mean, links to files, links to websites?
2. If links to websites, which browser do you use in Windows, and how did you save the links?
3. Which files/icons are you missing on your desktop?
Just be aware that we only can tell you what you are doing wrong if you actually tell us what you are doing, and what you want to achieve.
Also keep in mind that we will not deliver support per mail, because this will not help people in the future with the same issues, that are searching for solutions here. I would recommend to remove that mail-address from your post, if you don't want to be flooded by spam.