When you create a virtual machine in Parallels, a desktop alias or shortcut to the virtual machine should be created automatically. Generally speaking, to run a guest OS in Parallels, you need to start Parallels Desktop from the Launchpad, then the Control Center opens with a list of all existing guest OS, you can click to start a virtual machine from there. With a desktop alias, you can simply double click on it to quickly start a virtual machine or guest OS without going through the virtual machine list in Parallels. If Parallels failed to create such a shortcut or alias on your Mac desktop, here is how you can manually create a virtual machine shortcut on Mac desktop.
Open Finder on your Mac, click Go > Home > Parallels, you will then open the default directory where all virtual machines created by Parallels were saved, /users/username/parallels/. Parallels virtual machines are saved as .pvm files here. Right click or control+click on the virtual machine name, then choose Make Alias from the pop-up menu. Copy the alias to your desktop, then delete it from its original folder. Optionally you can rename the virtual machine shortcut or alias on your Mac desktop.
Now you can just double click on the shortcut on your desktop to run the virtual machine. The Parallels and the guest OS will start at the same time.