Does the Generals Worldbuilder come with the first decade? If not, where can I find it?

Yup, Worldbuilder for both Generals and Zero Hour are present in The First Decade pack. They can be found in the game's respective folders inside the The First Decade's directory.

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Thanks for the help! ^^

I don't understand why they don't give shortcut to desctop after you install. It must have a reason.

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Probably most players wouldn't even try to the world builder.