Gnome and Unity desktops use .desktop file for application icons. The file looks something like this:
[Desktop Entry] Name=Sublime Text Editor Comment=Sublime Text Editor Exec="/opt/Sublime Text 2/sublime_text" %F MimeType=text/plain; Terminal=false Type=Application Icon=/opt/Sublime Text 2/sublime_text.png Categories=GNOME;GTK;Utility;TextEditor;Development;Utility;
Sometime, when you download a binary executable, it does not create an application icon. To add it to applications list, follow the below steps:
Create a file like with .desktop extension, name it according to how you want it to appear in applications list. Replace the path to executable & icon file in above sample. And you are almost done.
Lastly, put this file to an appropriate folder, like:
~/.local/share/applications, /usr/local/share/applications or /usr/share/applications