A .desktop file is actually a text file that tells your desktop environment where to find the icon, and how to start a specific program. You can place the desktop file at ~/Desktop/TheBrain.desktop or put the desktop file in /usr/share/applications/, and create a link at ~/Desktop/. If you choose a different location for your program what is stated in the desktop file, you will have to edit it first to make sure all of the information is correct for your installation.
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