Or, right-click on the desktop, New-> shortcut. Then type "charmap" in the box that pops up.
Or, right-click on charmap in the start menu, and select "Send To->Desktop (create shortcut)".
Or, go to C:\Windows\System32 and right-click on charmap.exe and select "Send To->Desktop (create shortcut)".
Any actual program you can run from the command prompt can be mapped in the same way; they're not just hidden inside the command prompt, the prompt is simply running their program name from a location in your windows PATH (ie: C:\Windows\ or C:\Windows\System32\ etc).