If you're talking about the All Users desktop, it can be found here:
- Windows Server 2003: %ALLUSERSPROFILE%\Desktop
- Windows Server 2008 and above: %PUBLlC%\Desktop
If want to remove shortcuts from each user's desktop, then you could write a script that deletes all *.LNK files from %USERPROFILE%\Desktop, or where ever their Desktop is redirected to ( %HOMESHARE%\Desktop).
Step 1. Edit a GPO that targets the computers that you want to apply the home page setting.
Step 2. Navigate to User Configuration > Preferences > Control Panel Settings > Windows Settings
Step 3. Click on the “Action” menu and click on “New” and then click on “Shortcut”
Step 4. Change the Action to “Delete” then select “All Users Desktop” and then type “Adobe Reader 9” in the name field.