Let's see if we can do this with textual direction
Right-click the wscenedt.exe, left-click Copy. Right-click on a blank spot on the desktop then left-click Paste shortcut.
That gives a shortcut on the desktop, I usually rename them.
For the icon, right-click on your shiny new shortcut and left-click Properties.
Click Change Icon. You may get a message about no icons available, click OK if you do.
Then you will be presented with a new dialog showing some stock Windows icons, click the Browse button and locate your Winharp32.exe, click Open.
That will show you the 2? icons in the Winharp32.exe to choose from. If you dig hard enough you can probably find the black & white scenario editor icons somewhere on the CD. Or if it is that important to you to have the black and white ones instead of the game engine ones, let me know and I can e-mail them over.
Anyway, at this point you should have a Harpoon icon for the scenario editor shortcut on your desktop.