HD Demos and Games

Hello, please excuse my stupid qustion as I am a newbie and I could not find the answer by searching the forum.

I noticed some people had drawers on their desktop full of demos and the demos had cool icons/pictures that, i'm assuming, you could click on to run the demo. I have downloaded a few scoopex and ephedrina (sp?) demos that claim to be HD only yet I dont really know how to 'install' them. I've just been mounting the dir in winUAE and running the executable from the shell. Is there a way to install it directly to the HD and run it from there (with a cool icon and everything?)

What is the .info file I see with all these demos?

Is there a way to copy a program (ie 'shell') to the desktop so I can just double-click it (like adding a windows shortcut to the desktop?)

Thank you so much in advance for any help.