You have several options to make this happen. The crux of it is that in order for an app to be usable by GNOME Shell, it needs to have a corresponding .desktop file in either /usr/share/applications or ~/.local/usr/share/applications.
Either:
- Use
alacarte (the old GNOME menu editor) to add a new menu item
- Use the command
gnome-desktop-item-edit ~/.local/usr/share/applications/sublime-text.desktop, which will pop a dialog asking for the information required for the shortcut, the same as alacarte does
- Add a file into one of those directories yourself, using the same format as other .desktop files
The layout for a desktop file is of the form:
#!/usr/bin/env xdg-open
[Desktop Entry]
Version=1.0
Type=Application
Terminal=false
Icon[en_GB]=gnome-panel-launcher
Name[en_GB]=Sublime Text 2
Exec=sublime-text
Comment[en_GB]=Sublime Text 2
Name=Sublime Text 2
Comment=Sublime Text 2
Icon=gnome-panel-launcher