It appears the apps listed in Win 8's 'Start' are themselves shortcuts or links to the Start Menu shortcuts. Open File Location opens the Start Menu > Programs > app folder which of course are all shortcuts.

So right-click the app listed, then use the Open File Location, right-click the shortcut you find and choose Send To ... Desktop (create shortcut).

The only items I did not find an Open File Location for were things like Music, Weather, Games, Video, Photos, Maps.

Windows 8 is not my usual OS, so I am not wise about it.