Creation of the desktop shortcut happens only on Windows platforms. This simple Hello World application was intended to drive home the concepts of Java Web Start. The Java Web Start installation ...

In addition to one-click deployment, Java Web Start enables users to launch from a desktop icon or the Start Menu in Windows; provides the same look and feel from any platform user interface ...

Since JNLP files are simply Java Web Start files that open applications through an Internet browser, any browser that works in Windows 8.1 will open a JNLP file as long as you have Java installed.