I installed PowerDVD SE for Vista, but I can't see any PowerDVD SE icon.

PowerDVD SE is a plug in software. After this software installed, you will not see any new software icon.
You can check below info if PowerDVD SE is installed in your machine.

• For 32-bit Windows Vista:
  \windows\system32\msmpeg2adec.dll
  \windows\system32\msmpeg2vdec.dll
  \windows\system32\msmpeg2enc.dll
• For 64-bit Windows Vista:
  \windows\syswow64\msmpeg2adec.dll
  \windows\syswow64\msmpeg2vdec.dll
  \windows\syswow64\msmpeg2enc.dll