I could use a little help.

I have a cbt on a file server that is static html pages that will be used
to train our users. I will like to give everyone a nal icon to run the
app. I must be missing a setting as I can't get the icon working.
I can get IE to run. But I can't seem to get the correct setting for
where the index page sets on the file server so Ie will run the page.
Could someone point me in the right direction. Thanks