This is fairly easy. First, make a desktop application file that follows the freedesktop.org spec, e.g.
Comment=My fancy new application
If you want this to be usable by anyone on your system, put it in
/usr/share/applications. For personal use only, you can put it in
~/.local/share/applications. Look in
/usr/share/applications for other examples. Add your icon image to the
/usr/share/icons directory, or I assume the
~/.local/share/icons, although I have not tried that last location myself.
Then, you can search for the application by name and drag it to the launcher in the usual way!