Minecraft desktop launcher says that it has been changed or moved?

I have got minecraft 1.7.8 and i have a desktop icon that launches minecraft. But recently it says that the launcher shortcut has been changed or move and will no longer work. What should i do? And also when i installed it and it has been saved it in a file, i went there but i can't find it. It say it saved in appdata, roaming then mincraft in my user file. But i can't find the appdata file!

I went on a site on this topic but can't remember the name, If I'll remember I will let you know.