Often a criticism of HTML5 games is that you cannot run them from desktop or start menu shortcuts like you do for other games. However, this is in fact possible with Google Chrome.
First, see the tutorial publishing to the Chrome Web Store. Once your game is on the Chrome Web Store, you can install it to Google Chrome. It appears in the Apps section of the new tab page. You can right-click the app to see a menu with some options:
Select Create shortcuts and the following dialog appears:
Choose where you want shortcuts and press OK. Now you have shortcuts on your computer. For example, you can create a desktop shortcut that looks like any other app:
Try closing Google Chrome so it is no longer running. Double-click the shortcut, and even with Chrome not running, it pops up a dedicated window to run the app which looks very much like a native app:
This does require Google Chrome to be installed, but it helps make your Construct 2 creations look and feel much more like native (EXE-based) games.
Users may not be used to using browsers like this. If you're keen to have shortcuts to your app, make sure you publish to the Chrome Web Store, and you should find a clear and obvious way to educate your users that they can do this. Otherwise, many users may simply not realise they have the option!
Your game should also continue to work offline. For more information, see Offline games in Construct 2.
Mozilla are working on a similar option coming soon to Firefox, but it is still in the works.