I have made some “Application Links” in the viewer by myself, but they disappeared: why?

The application links you create are stored in the groups.xml file, when you update Kyocount or reinstall it, this file is overwritten and your application links are gone.
The best thing you can do to avoid that is to create a “Private Tree” first and make the application links in there. The configuration of the 'Private Tree' is stored in the My Documents folder where it will not be overwritten by a new installation.