What do I mean is that I want to use the app to create a shortcut with icon on the desktop which will allow user to speed access some functions of this app.
How coul
You can not add icons to the 'desktop' (Springboard) other than your application's. What this app is doing is displaying a replica of the iPhone 'desktop' within their app.
UPDATE: The link now points to an app which does this and it seems it is somewhat possible although rather hack in my opinion.
This is how I believe the application works (it is similar to answer below but in more detail).
You could implement something similar (although I wouldnt suggest it). These are the steps to follow:
- (BOOL)application:(UIApplication *)application handleOpenURL:(NSURL *)url
Note: If your application is deleted, the webclips will no longer work and will confuse the user. Apple may also reject your app.