You could have a copy of the shortcut in Start menu inside AGCEEP folder.
If you have to create a new shortcut, make a copy of EU2 original shortcut, right click on the icon and select Properties, change values:
Target: "<path to EU2 folder>\EU2.exe" <path ot EU2 folder>\AGCEEP
Start in (not sure of English version): "<path of EU2 folder>"
Icon (to be modified by corresponding button): <path of EU2 folder>\AGCEEP\Gfx\agceep.ico
In lines above, replace <path of EU2 folder> with the location of EU2 folder according to your install of the game. Something like: C:\Program files\Europa Universalis 2