But when I activate the whatsapp button's Module,it should appears an icon on my web site pages so that the users and visitors of my web can see it and click on it,isn't it?
Yes, Are you not seeing the button even when you check your website in small devices? Kindly get me your site link. So, I can check this.
You hinted to; "...short code...";where I can find that short code ?And should I write that short code in my web icons Module to appear on my footer web pages?
No, you no need this is. Shortcode option is required only when you want to show the WhatsApp button in your article pages.