Edit → Preferences, or Ctrl+P.

Three options, unchanged from the original, each adding or removing the shortcut rather than only creating it:
How you reach the program is entirely your choice; none of them is required. See Opening things for what happens when you hand it a file by any of those routes.
Everything here is stored as JSON at
%APPDATA%\CPod\settings.json
which is worth knowing if you want to copy your setup to another machine, or throw it away and start clean.