How do I set up a desktop shortcut icon to acess email?

The webmail?  Don't think you can do that, i.e., an icon that opens an specific browser page (unless it's the browser app itself and the browsers home page is set to the webmail page).  Depending on the browser you can create a bookmark (favorite) and place it in your bookmarks list or if there is a bookmark bar across the top add it there.  The bookmark would be to the same url that the email icon in the upper right of start.att.net uses, i.e., https://mail.yahoo.com/?.partner=sbc.

If you are using an email client app then like any other app place an alias to it on your desktop or wherever else appropriate (dock, task bar, etc.).