If you've got GitHub for Windows installed, it should come with your shortcut.
It is a shortcut to:
C:\Users\Username\AppData\Local\GitHub\GitHub.appref-ms --open-shell
More recent versions of G4W could have it at:
/*%LOCALAPPDATA%\Apps\2.0\...\...\
C:\Users\Username\AppData\Local\Apps\2.0\GitHub\GitHub.appref-ms --open-shell */
If those shell complaints regarding the absence of git, launch "G4W" itself, which can extract git.
See the note below if you want to know "Where is git.exe located?".
As mentioned below, to restore the shortcut, once having run the first command, execute within the git shell:
github --reinstall-shortcuts
Note: If git.exe is indeed in your %PATH% (that is, if you can type a git --version in a DOS windows), then which git.exe will tell you where.
(provided you did install GoW: Gnu on Windows: 130 Unix commands compiled for windows, including which), you also can use where git.exe.
Kindly remember that you can install git wherever you want. It is just an archive you can unzip in any directory of your choice.