Adding a Vault icon to your Desktop is very straight-forward:

1. Click on Start and go to SOLIDWORKS PDM and then View Setup
2. Click Next
3. Click the box for Add and type: solidworks
4. Check the box for solidworks and click Next
5. Check the box for Helix_Vault and click Next
6. IMPORTANT: Click on Browse and select your Desktop -- do not accept the default of C: drive, make sure to get your Desktop
7. Make sure Only for me is checked.
8. Click Next
9. Click Finish

There is now a Vault icon on your Desktop.