Along the lines of what FB is saying, if it is only a shortcut issue, do right click on the icon, then LEFT click Properties. Make a note of what is showing in the TARGET area. You may test the shortcut's location accuracy by clicking FIND TARGET. If Windows cannot find the file and prompts you to browse, then browse to the file to reset the shortcut.
Perhaps an easier way would be to locate the file you want to run, right click it, then select SEND TO - and then choose DESKTOP (create shortcut). This will create a new shortcut to the program file.
I recall many of the original Boeing CBT's often require files to be in specific places to run, (as TS suggests). An edit of the router file pointing to the data file locations often gets the old WICAT and newer CBT's running properly - that is if you have the Boeing-published CBT.