If you delete the minecraft.exe Icon from the desktop do you delete the file as well?

I deleted the icon because I wanted to make sure no one used my account but when i looked for it it was not saved anywhere I tried the launcher in the folder but it did not work

Most of the things you "delete" are just compressed into a smaller file with other things depending on what computer you have you can retrieve the files.

No. All you did was delete the icon. The program and all of the related files are still there.

No; deleting the icon will not affect your save files; your save files are located in a file called ".minecraft". The minecraft.jar file is located inside, as well as other important stuff, like your save files, texture packs, skins, etc.