Not sure if this is possible.

How do I get the ZEN Explorer icon to show up on the desktop?

Like in ZEN 7, you could run NAL or NALEXPLD

If you ran the Explorer, it sat on the taskbar, but then you could
create a Launcher Config policy to determine if it should show upon the
Start Menu, on the Desktop, etc.

I don't see anything like that for the configuration stuff in the policy
other than the ONE setting to show up on Explorer.