If you don't see the icon of Microsoft Security Essentials (MSE), check the startup registry entry of MSE, if there's quotation marks or none.
Navigate to HKEY_LOCAL_MACHINE\SOFTWARE\Microsoft\Windows\CurrentVersion\Run using regedit
At the right pane, make sure you will see this (with quotation mark before C: and after .exe)
"C:\Program Files\Microsoft Security Essentials\msseces.exe" -hide
If no quotation marks, add it by double-clicking it then add quotation marks.
The above is known bug that other MSE users have reported in MSE forums.
If there's quotation marks, make sure it is not hidden. See discussion here:
How do I know that Microsoft Security Essentials is enabled when I boot up my pc?