After points 2 to 2.5 (if all works well) add point
2.6 Create desktop shortcut for SH3D
2.6.1 Click Start -> Graphics;
2.6.2 Right-click on SweetHome3D entry and
2.6.3 choose +Add to Desktop
Will generate a desktop file.
Something like this:
This is under KDE with Dolphin. I like more Konqueror or Krusader as file manager but...
For other DE and file managers you have to discover the specific ways.