the m-audio products should have an entry in the control panel. i have both the dio2496 and the revolution m-audio cards and each of them has an entry in the control panel. if you want an icon on your desktop, goto start > control panel, you may have to switch to "classic view" (click text on upper left of window to do this). now you should see an icon for your audiophile card. you can right click the icon and create a shortcut, then drag it to the desktop.
as far as having the control center run in the system tray, there might be an option in the control center to have it do this. i thought, by default that all of the m-audio products add themselves to startup in msconfig but this may not be the case. at the very least you will have an icon to access the control panel, as far as having it auto run on startup in the system tray i don't have any ideas at this point.