Normally what I do:
If there is an entry for the application in the main menu I right click the entry and select "add item to panel".
If there is no entry in the main menu, there should be an executable script somewhere for the application like /usr/<application> or similar. Right click on the desktop and select "create new/link to application". In the General tab, give the name you want for the icon and click on the icon picture to change it to something more appropriate, the Permissions can be played with after the icon has been created, in the Application tab, Give a description if you want, and put the path to the executable scrip in the "Command" line, you can use the file browser button to select the script and the path will be inserted. Click OK, test it to see if it opens the application, if not you may have the path to the wrong executable. Drag & drop the icon in the main panel when it works and delete the one on the desktop if you want.
