Please follow below steps to open it immediately:
SQL 2005 Management Studio: In run menu, type “sqlwb.exe” and hit enter.
SQL 2008 Management Studio: In run menu, type “ssms.exe” and hit enter.
Under the hood, management studios are executable files which are located in below locations:
\Microsoft SQL Server\90\Tools\Binn\VSShell\Common7\IDE\Sqlwb.exe
\Microsoft SQL Server\100\Tools\Binn\VSShell\Common7\IDE\Ssms.exe
This can be a quick help to start management studio immediately or to advice some one to open management studio on his/her machine if the shortcut is not easily found in start menu or desktop.