If you have the "unsed" icon on your desktop, you can drop them all in there. Another way is to create a folder on your desktop specifically for games or whatever:

-Right click on the desktop.
-Go to "New", then "folder"
-You'll now see a folder on your desktop
-You can rename that folder to whatever you want to call it by right clicking on it, then renaming
-Then drag and drop all your icons into that new folder

That will clean up the desktop nicely.

Another alternative is to delete them from your desktop but they will still remain in your programs which is how you would access them.

Disregard my very last sentence in my previous reply as that was meant to be erased although IS another alternative but just takes a few more clicks to get to.

Marie-
You can do anything you want with those icons. They are just a shortcut, and moving them or deleting them does nothing to the actual program. The suggestion above for a single folder is the best choice. If you ever uninstall any of these games, it may not delete the Desktop shortcut, so just go in and delete it manually.