Apps that are installed with the operating system are generally stored in /usr/bin. Administration apps usable only by root in /usr/sbin. Programs that you compile yourself will generally default to /usr/local/bin unless you specify otherwise.
In KDE, all one has to do to make shortcuts is right click > Create New > Link to Application. Then fill in the name of the app, select it's icon and type in the name of the actual program to run in the execute tab. This won't apply if you're using Gnome however, 'fraid I don't know much about that, though it seems to me that it should at least be similar. Good luck with your linux experience