Hi, does the icon you are clicking on look like this: https://www.r-project.org/logo/Rlogo.png?
If so, that's not the RStudio application, that's the "base" R icon. The icon you are looking for looks more like a glass sphere with a white R in the middle, like the one in the preview picture of the IDE's video here: https://www.rstudio.com/products/rstudio/
Another thing you can do, is type "rstudio" in your Windows start to have the OS find it.
Hope this helps!