Apparently, you can create a shortcut when first installing a game using GoG Galaxy. I forgot to enable that option for Witcher 3 when installing it, so I don't have a shortcut on my desktop.
According to their forums (http://www.gog.com/forum/general/desktop_shortcut/post4), you can enable an option in the settings menu (the cog on the bottom-left), but either I'm blind and can't see it or you need to enable something else as well.
I can see "run on startup", "automatic bug reports", "preview updates", "no minimize", concurrent connections, startup page, language, some features that are coming soon and some folder locations. I don't see how to configure a desktop shortcut.
How can I create such shortcuts?