Answer
Having problems understanding computer code to complete mission.
What operating system are you using?
When you say "icon", are you referring to a shortcut located on the desktop, under the Quick Launch (area next to the Start menu), or under Start -> All Programs -> <Game Folder>? If you're clicking on a shortcut, the first thing you must do is make sure its pointing to a correct executable for the game. To do this:
What game is it and does it produce an error when you open it? Also, after you run it, check and see if the executable it runs is located in your Task Manager under the Processes tab.