One of the under-appreciated new features in Windows 7 was the ability to pin web apps and access them as if they were native applications. In Windows 10, you can do so with Universal mobile apps. And while it's obvious that we can now pin these apps to the taskbar and Start menu/Start screen, here's a less well-known tip: You can pin them to the desktop and elsewhere as well.
Well, technically, you're not "pinning" them. That functionality is indeed limited to the Start menu/Start screen and taskbar. But the ability to create desktop- (and thus file system-) based shortcuts to Universal mobile apps—what used to be called Metro apps, Modern apps, and Windows Store apps—is indeed new.
The reason this is important is that this capability, combined with the ability to run Universal apps side-by-side in windows on the desktop, formalizes the integration of this new mobile apps platform into the new Windows. In Windows 10, in other words, all of the apps you use—desktop applications, web apps, Universal mobile apps, whatever—can be accessed both consistently and in the manner in which you prefer.
Let's go back to Windows 7 for a second. In that release, Microsoft started deemphasizing the Start menu somewhat by allowing users to pin applications and web apps on the taskbar. For many people—myself included—that meant that the most frequently-needed apps were always visible onscreen and the Start menu became sort of a Plan B for other, less-frequently-used apps only. The interesting side effect to this change—for those who did embrace pinning apps to the taskbar—was that the transition to the Start screen in Windows 8 was less painful. We weren't relying on the Windows 7 Start menu anyway, so we didn't miss it when it was gone in Windows 8.
Now, in Windows 10, you can pin apps—any kind of apps—to the Start menu, the Start screen, the taskbar, or the desktop (where they are in fact just normal shortcuts, of course). And this is consistent across app types—desktop applications, web apps, Universal mobile apps—so you can work the way you want. I will continue to pin apps to the taskbar, because that's what I'm comfortable with, and I will continue to use Start only as a fallback for less-needed apps, and for search.
But you may like to have things on your desktop. And now you can pin Universal apps there. Here's how.
First, find the app you want in the Start menu. If you don't see it immediately, try All Apps or just search.
Then, drag that item to the desktop. As you do, you'll see a small tooltip indicating that this action will "Create link in Desktop." When you drop the item, a new shortcut to that Universal app will appear on the desktop.
From there, you can rename the link—you may prefer the more obvious "Store" to "Store – Shortcut," for example—or copy/move it to any place in your file system, though the icon style used by the built-in apps (white over transparant background) works best on a darkly-colored desktop. Third party apps are often a better fit.