You can put your own separator with em-dash characters buts its not an "Official" separator as per Jorge Castro's answer,and, will have a slightly different look. Insert a shortcut group for the separator. For example:
[sep Shortcut Group]
Note that I named my separator group "sep" so you need to place "sep" (wthout quotes) into the "Ayatana-Desktop-Shortcuts=..."
This will place a separator below my Pictures shortcut and above my Win shortcut.
With gedit, the emdash is achieved by pressing Ctrl-Shift+U2014 (Use keypad & ensure num-lock is ON). It is then easier to clipboard copy this character & then pasting it (using Ctrl-V) multiple times. (9 or 10 of these is good enough).
Also, you may notice that the "sep" shortcut group has no need for an
Exec= line as there is no need to execute anything.