Open the install folder (most often C:\Program Files (x86)\Zenimax Online)
Depending on the client that is installed (NA or EU), players should open the folder of the server they wish to play on
For NA server: C:\Program Files (x86)\Zenimax Online\The Elder Scrolls Online\game\client
For EU server: C:\Program Files (x86)\Zenimax Online\The Elder Scrolls Online EU\game\client
Locate and open the file titled eso.exe
If they choose to, players can now recreate a shortcut from that folder directly