I have Sage installed via the instructions given on the page https://help.ubuntu.com/community/SAGE and I tried to follow the instructions for getting a desktop icon but I couldn't understand them. Would someone please walk me through it?
You should be able to right-click on any icon in the dock, and on the context menu choose Cairo-Dock > Add > Custom Launcher. In the window that comes up, give the new launcher a name (presumably "Sage") and for "command to launch on click" type "sage". Then expand "extra parameters" and tick the box for "run in terminal".