John T's post is helpful, but, for Windows 10, or at least on (1803), it seems slightly different (i.e. right side vs. left side, etc.).
There are any number of ways to get to the appropriate settings including:
Go into settings and search for VPN. Click Change virtual private networks (VPN), then in the right side, click Change adapter options. This opens a Network Connections window.
Use the system tray Network access icon and click the Network & Internet Settings link. This pops up a setup window called Status / Network Status. click *Change adapter options that also opens the Network Connections window.
Once the Network Connections window is open, the VPN connection(s) of interest should be shown alongside any other connections configured on the computer. Right-clicking the connection and selecting Create Shortcut is possible, but as John T indicated, drag/drop also works.