Hello there.
After you started the app you want to make a shortcut to, it should be fairly easy to find the executable in the "Details" tab of your task manager, then right-click it and choose "Open file location" — it may not be the exact wording as my Windows is in french language, but should be something to that effect.
On the virtual machine I just tested it from, after installing WhatsApp from the store today, doing that on the "WhatsApp.exe" line opened the following folder: "C:\Program Files\WindowsApps\5319275A.WhatsAppDesktop_2.2327.6.0_x64__cv1g1gvanyjgm", but I suppose the path may vary from a machine to another, or maybe depending on which version of the app it is.