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It depends. By default programs are not added. You can add them yourself. But if you're using RPMs, programs is added. Some programs (like OpenOffice.org), ask you during installation if you want them added.
Sometimes I find it easier to just not use the menus at all. For example, if I want to play Unreal Tournament all I have to do is type "ut" in the terminal and then im done. Its a lot faster then going to start->programs->games->ut
plus you get all the system messages, helpful is there is something wrong like an app crashes.