After unlocking your HTC One, look right above the HTC logo on the bottom center of the phone face. Right above it is a square of nine white squares. Touch that square. Now, you'll see a list of ALL applications installed. That list can be sorted in multiple ways. To sort alphabetically, touch and hold anywhere on that screen of icons and pull down a bit. A menu will appear on the screen allowing you to select to sort alphabetically.. Once that's done, look for the Messages icon.
Touch and hold the icon. At the top of the screen a new menu will appear. While still holding the icon, drag it up to the word :Shortcut". The menu will disappear and your desktop will be available to drop the icon onto. If there is room, it'll now be on your desktop (once you let go). If there isn't room, while still holding, drag it to the left or right side to change desktop pages. Locate a page that has room, and let go. The icon will then be on that page. If you have no room, then you'll have to create a new page. If you do need more pages, repost for that instruction.