I developed a desktop app, which is a simple .exe for Windows.
It works fine on Windows 8.
I try now to use \"toast notification\" to show some alert for use
The documentation you quoted seems pretty clear:
A shortcut to your app, with a System.AppUserModel.ID, must be installed to the Start screen. Note, however, that it does not need to be pinned to the Start screen. For more information, see How to enable desktop toast notifications through an AppUserModelID.
Note there's a distinction between "pinned" and "installed", if you can install without pinning (unsure if you can) it would be less likely user would find and delete it.
That said, there's never any guarantee the shortcut will be there. Perhaps your app on launch (or whenever) could detect that the shortcut is gone and "gently" inform the user that their app experience will be less than optimal, then offer to reinstate the shortcut (which you'd do programmatically).
Keep in mind the user can always turn off notifications on an app by app basis or system-wide anyway, so removing the shortcut is only one of the ways the end user might not see your notifications.