If that shortcut is on your desktop, right click it and a menu will opem. It should be on the "Shortcut" tab but if not, click that tab. The folder your program is in will show up in the "Target" input inline. To make things even easier, just click the "Find Target" button and it will open that folder for you. Then just navigate up one level so you can drag that folder into your CD drive folder and you should be good to go.
If the shortcut is not on your desktop, look it up in search. shortcuts are .lnk files. When you find it in search, just right click the .lnk file (the shortcut icon) and it will give yo the information just like in the above example.