KDE Menu, where and how...
 

Where must I put link to my applications executable so it will pop up at the KDE menu?
And same goes for GNOME if anyone knows?

Run kmenu-edit (or simply right click on the kde menu icon and select "configure menu"). On GNOME, you need to run an app called alacarte.

Forgot to mention, I would like a console command(s) for this, because I need to include this into a bash script.
I know how to add applications with the GUI. :)

Depens on the console but usually you do something like

'mrxvt -e <command to run>'