How can I add an icon to the Windows desktop to switch off/switch on/toggle the outlet?

Create a shortcut, select an icon and assign a command to invoke cURL with parameters to access the correct URL (see URL API).  The AN19 example shows how to control the output (electrical socket) by accessing a particular URL. Use the example that invokes cURL and assign this invocation to the icon on the desktop.

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For device testing use name/password demo/demo