You can create a
name.desktop file and place it in /usr/share/applications. This will put the entry under applications and then you can easily add it to the favourites menu.
The content of the
name.desktop file should be something like this ...
Code:
[Desktop Entry]
Name=Name_of_the_program
Exec=complete_path_of_the_executable
Terminal=true/false
Type=Application
Categories=some category
Hope this helps.