I cannot open file explorer properly in Windows 8. It opens but remains as an Icon on the desktop taskbar, no matter what I do. It is therefore useless. Am I being stupid or is there a fix.

File Explorer is just a part of Explorer that opens windows like Computer, Documents, Music etc. The Default window it opens is Libraries. There are more ways to open these type of windows so the link as you say may be not only faulty but useless.

If you right-click on the Shortcut and select Properties it should have a Target of, "C:\Users\usernamexxxx\AppData\Roaming\Microsoft\Windows\Libraries". Can you right-click on it and do you have that Target address?

If you don't; then delete the Shortcut and create a new and hopefully working Shortcut via right-clicking on File Explorer in C:\Users\usernamexxx\AppData\Roaming\Microsoft\Windows\Start Menu\Programs\System Tools and sending a (new) Shortcut to your Desktop.

It may be necessary to show Both Hidden and System Files, and also to uncheck "Hide known file types" in Control Panel/ Folder Options/ View, to navigate to the mentioned locations.