You can run an app on a server and have the shortcut on your client pc, without having to use Terminal Services. As long as your server is on the same network as your client pc, all you have to do is drill through My Network Places to your server and find the .exe that runs your app and right click and send to your desktop.
When you go to the properties of your shortcut of the app, you will see a Target Line and a Start in line. These will have the pathname of your server i.e. Target line: <servername>\app\.exe Start in line: <servername>\app
Another thing you will probably need to do is go into trusted sites on your client pc's and trust the <servername>.com or ip address of your server.
Terminal Services is typically used when you have client pc's connecting from outside of your network and they've established the link via VPN or similar connection, then use Remote Desktop to create a session on the server to run the app.