Create a file called yourappname.desktop and save it to the desktop directory of the users home directory.
Edit the file and add the following information
[Desktop Entry]
Name=someName
Comment=
Exec=/path/to/script.sh
Icon=/path/to/icon
Terminal=false
Type=Application
Copy the file over to /usr/share/applications and make sure that you have set the correct permissions on the desktop files, icons and the script / program that you are wanting the shortcut to run.
chmod 755 /path/to/icon-or-file
