Find the recycle bin in Windows Explorer.

Click and drag the folder to the desktop and drop it there.

(The icon will be a "copy" of the folder that's in Win Explorer.)

Alternate: The "formal" method is to right click on the Recycle folder in Win Explorer and select "Send To" Desktop, but some of the "system" folders don't show that option.

If you have lots of icons on the desktop, you can also drag-and-drop an icon onto the "Quick Start" bar at the bottom (Next to the Start Button) to get a "mini icon" there. Useful to keep a few of the ones you use frequently where they're easier to find; but it ceases being helpful if you try to put too many down there.

John