Installing application from Microsoft store has become more common and easy and it will be more useful in the future. Application installed from the store are located at c:\program files\Windowsapps which is a hidden folder with restricted access permission (which can be change in order to get full access)
creating shortcut to those application is a bit tricky, in order to open the shortcut window you need to execute from the run window (WINKEY + R) :
shell:AppsFolder
In this window just select the app you want with the right mouse key and create shortcut from the popup menu.
Good Luck