Did you install LW on your OSX drive? If yes, go to apple's menu bar, Go menu & choose Applications. It should be there.

If you installed LW onto a different drive, it will create its own applications folder & the LW program folder will be within there.

If you find the program, you can select program by selecting LW & Command L creating an alias which you can move to desktop. Else open the program, whilst in the Dock, control-click the icon in dock & choose Keep in Dock.