If you created the PuTTY desktop shortcut during the installation, then you have the PuTTY icon on your desktop.
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The installer will inform you when the install is complete. If you are prompted to run the PuTTY Installer, then allow it to run. Change the Add shortcut to PuTTY on the Desktop from unavailable (red x) to Will be installed on local hard drive. It is convenient to have a shortcut on your desktop. The installer next asks you which PuTTY features to install. Otherwise, enter your preferred destination folder. Normally, it is fine to accept the default.
The installer next asks for the destination folder. The installer starts, showing the Welcome to the PuTTY Setup Wizard screen. Navigate to the Downloads directory (or wherever you saved the installer) and double-click on the installer file name. The Windows logo key + e shortcut works for Windows 10 and earlier versions. Open File Explorer (Windows 10) or Windows Explorer (Windows prior to 10).