Hmmm. Thanks for the heads up that it may not be as easy as making a shortcut and putting it in the task bar.
And, if true, thanks for saving me 90 minutes of my life as I would have tried to figure out what the hell was wrong now!
Duke, for Windows 10 it is fairly simple. Start by going to your desktop and right click, then choose 'New' and then 'Shortcut'. In the dialog box type explorer
then add a space, and then go to where you have the UE jar file and on that file press and hold 'Shift' and then right click on the file and choose 'Copy as path'. Now paste that into the shortcut creation dialog box right behind where you typed in explorer
and then press 'Next'. Now name the shortcut whatever you want and click 'finish'. You will see the default File Explorer icon but you can swap that out by right clicking on the shortcut and choosing 'Properties' and then 'Change icon'. At this point you can either use one of the stock Windows icons or make your own as Robert did, just make sure it is an .ico type file if you do that. Now drag your newly created shortcut to the task bar, and delete the desktop shortcut if you want to. Done.