Visual Basic - acceso directo

tengo el siguiente codigo para api el cual crea un acceso directo, mi pregunta es donde programo el api? como lo cargo a mi proyecto?y este codigo indica mi icono?
disculpen la ignorancia:
Const CSIDL_DESKTOP = &H0
Const MAX_PATH = 260
Private Type SHITEMID
cb As Long
abID As Byte
End Type
Private Type ITEMIDLIST
mkid As SHITEMID
End Type
Private Declare Function ShellAbout Lib "shell32.dll" Alias "ShellAboutA" (ByVal hWnd As Long, ByVal szApp As String, ByVal szOtherStuff As String, ByVal hIcon As Long) As Long
Private Declare Function SHGetSpecialFolderLocation Lib "shell32.dll" (ByVal hwndOwner As Long, ByVal nFolder As Long, pidl As ITEMIDLIST) As Long
Private Declare Function SHGetPathFromIDList Lib "shell32.dll" Alias "SHGetPathFromIDListA" (ByVal pidl As Long, ByVal pszPath As String) As Long
Private Function GetSpecialfolder(CSIDL As Long) As String
Dim r As Long
Dim IDL As ITEMIDLIST
r = SHGetSpecialFolderLocation(100, CSIDL, IDL)
If r = NOERROR Then
Path$ = Space$(512)
r = SHGetPathFromIDList(ByVal IDL.mkid.cb, ByVal Path$)
GetSpecialfolder = Left$(Path, InStr(Path, Chr$(0)) - 1)
Exit Function
End If
GetSpecialfolder = ""
End Function

donde indico esto?:
Set loShell=CreateObject("wscript.Shell")
Set loShortcut=loShell.CreateShortcut(CarpetaEscritorio+"\MiAccesoDirecto.lnk")
With loShortcut
.TargetPath="MiAplicacion.htm"
.WorkingDirectory="DirectorioDeTrabajo"
.Save
End With

esde ya grax

No se donde lo quieres ejecutar, así como está lo puedes colocar todo en un módulo con la última parte dentro de una función o rutina.

el acceso directo lo quiero tener en el escritorio