Did you create the 10 Objects? Without all 10 objects in place, it doesn't work the icon.
But once you add in graphics into the folder and delete them or even delete the whole User Graphics folder and then restart Atlas, the folder re-appears. Orion stores a copy of the User Graphics folder to (even if Atlas is not running)
So then when you restart Atlas, the User Graphics folder reappears. I haven't worked out how to delete old files as they keep reappearing.