Cannot find a Adobe Air icon

I have a software that runs on the platform Adobe Air.  However, when I click on the icon to run that software - a window then pops up and ask me what program do I want this software to run on.  When I browse for the Adobe Air there is no icon.  How do I direct this software to Adobe Air?  I realize that most software programs will just run on what is available and has been downloaded.  But, apparently not in this case.

Any suggestions?