Hi Marc,
According to this official article, "Microsoft does not support installing Exchange Server on a server that is running Windows Server Essentials." So if you would like to deploy Exchange server on a Windows Server Essentials network, it's recommended to have them installed on separate severs.
As per the the current issue, may I know if you are referring to the EMS icon by "exchange management icon"? If this is the case, have you checked the Start screen > Apps list to see if the icon is visible there? It yes, you can right-click the icon and pin it to the Start screen or taskbar if you like.
In case the icon is not visible in the Start screen, please verify that the ConnectFunctions.ps1 , RemoteExchange.ps1 and CommonConnectFunctions.ps1 files are present in the%ExchangeInstallPath%\bin directory. If they are not there, you can copy the files from the Exchange Server 2013 installation media (\setup\serverroles\common) to the %ExchangeInstallPath%\bin directory.
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