Or just go to Settings > Personalization > Themes > Desktop Icon Settings check the control panel and OK.
Indeed, it's there since the stone age More lazy people can just drag the control panel icon from the start menu. In short that's a fix for a non existent problem
win+r -> control -> enter I am also using classic shell in Windows, i have disabled its context menu So I have Win+X with right click and Classic Shell menu with shift right click.