How to create a desktop shortcut to a Windows 8 Modern UI app?

All Modern UI apps have a URL protocol associated with them which can be used to launch the app.
You can find find the protocol for a specific app like this:

1. Press Windows+R
2. Type regedit
3. Navigate to HKEY_CLASSES_ROOT\Extensions\ContractId\Windows.Protocol\PackageId
4. Find the subkey for your app (eg, AMZNMobileLLC.KindleforWindows8_1.1.0.0_neutral__stfe6vwa9jnbp)
5. Within that subkey, go to ActivatableClassId_some long name_\CustomProperties
6. The Name value will tell you the protocol name.

You can then make a shortcut to name://. (eg, kindle://)

Getting an icon is a little harder.
In the subkey directly under ActivatableClassId, you'll find a value named Icon, in the format @{AppIdentifier?ms-resource://AppName/Files/path/to/icon.png}. You'll find a PNG icon in C:\Program Files\WindowsApps\AppIdentifier\path/to/icon.png.
However, you'll need to convert this PNG to an ICO file to use in a shortcut.

As far as I know, there's no built-in way to do this. For the apps that come with Windows 8, you can use MetroApp Link; official website (in Italian) here. It doesn't currently support apps downloaded through the Store, though.

1. Right click on your Desktop and select new->shortcut.
2. When the dialog window opens enter %windir%\explorer.exe shell:::{4234d49b-0245-4df3-b780-3893943456e1} and name your application appropriately.
3. Click on the icon your created and launch the Applications window.
4. Select the Metro application to use.

Ref: http://forums.mydigitallife.info/threads/32777-Launch-Metro-Apps-Directly-from-Desktop