Restoring the "Peg Man" on Windows 10 (opens in new tab)

I'm running the latest build of Windows 10 on an HP desktop computer. I blame my cat for deleting my "Peg Person" from my desktop overnight. At least I think that's what it's called -- the user icon. I can only create a shortcut to it on my desktop, can't put the actual file (if file is what it's even called) back on my desktop. The same thing happened with "This PC." Would anybody have a moment to tell me how to get the full "Peg Man" file with all of my data, not just a shortcut to it, back...