I Googled this. I think it's a "Modern" app, on my 32 bit Windows 10, build 10240, which I believe is the RTM, the command line (and the target of a shortcut) would be
explorer.exe shell:AppsFolder\Microsoft.MicrosoftEdge_8wekyb3d8bbwe!MicrosoftEdge
I have tried it by creating a desktop "New Shortcut" and pasting the above line in "Type the location of the item", and it works.
You can search for, and find, a "MicrosoftEdge.exe" in C:\Windows\SystemApps\Microsoft.MicrosoftEdge_8wekyb3d8bbwe but double clicking doesn't seem to do anything.
Is there still a Quick Launch in Windows 10? You can right click the Start menu Edge item and choose "Pin to taskbar".