GeoRAS and GeoHMS are toolbars in ArcGIS, not executable programs. As far as I know they cannot be launched outside of GIS so you cannot create a desktop shortcut. To activate them, just open them like a normal toolbar in GIS(right click in open space at the top, locate them in the list).
*for any program you can right-click on the executable and select "send to desktop" and it will automatically create a shortcut on your desktop.