I don't know. I use Windows 8.1 64-Bit and I can't reproduce this issue. Have you opened the installation path? Is there any Stonecraft folder? Or are you only missing the desktop icons?
On the second time I installed I installed to desktop but nothing popped up...
Only shortcut missing. Cant open it.
That's weird. Then make a shortcut by hand ;-). You find Stonecraft.exe in C:\Program Files (x86)\Stonecraft\bin\. In the doc\ folder there is a Manual.html, usually it should be here too a shortcut. Maybe you have to run the setup with admin rights. But I can only guess, maybe other people have the same issue.