How to create a desktop icon for downloaded iOS apps ("Find My Friends")?
Find My Friends on macos is not an application, per se, it is a part of the operating system and as such you access it through the Notification Center. You do, however, have to add it to the Notification Center.

Tap the notification center icon in the Mac's menu bar (top right corner) then click "Today" and then "Edit" down at the bottom. you can then add "Find My Friends." OSXDaily has a run through with screen shots.

So you can't install an icon for Find My friends.