Вот ответили, сделал, как они написали - заработало, может еще кому понадобиться:

Hi,
If you have the latest driver version installed, and the icon still does not appear after the SST has been installed, try this fix.
Browse to:
C:\WINDOWS\Temp\Saitek
This folder will contain the unpacked files for both your driver install and your SST install. The driver folder will contain the name of your product followed by the word driver. This will be accompanied by the SST software folder. The software folder may not match the name of your product, but the important word to look for is ‘software’ in the folder name.
Open up the software folder. Amongst the files will be an icon called software_loc_9.msi. Double click this file and allow the progress bar to complete. This file will install the Profile Editor onto your PC and the Saitek icon will now be present in the taskbar.