Here's the story: I downloaded RTW gold and alexander today. i then downloaded
RTR: Platinum Edition 1.9 (For RTW 1.5 or BI 1.6)

unzipped it, installed it to the steam folder where RTW is, it said the installation was finished so I clicked one of the desktop shortcuts RTR Platinum and it said that the shortcut is missing. I have no idea what to do at all.