You need to create a .desktop launcher for the application in your ~/.local/share/applications directory.
To create a simple .desktop launcher manually, first create an empty text file, name it <application-name>.desktop in the aforementioned directory, and add the following lines to it
[Desktop Entry]
Name=Application Name
Comment=A short description of the application
Exec=command-to-run-application
Icon=/full/path/to/icon-file
Terminal=false
Type=Application
Note that in the Exec= line you need to use the full path to the command (i.e. /home/<YOUR_USERNAME>/folder/... instead of ~/folder/...).
Then save the file. If it doesn't appear in 'Show Applications' (or searching after pressing Super), log out and re-login.
Also there are user-friendly GUI tools to create a .desktop launcher, e.g.
Main Menu aka alacarte: install by running
sudo apt install alacarte
MenuLibre: install by running
sudo apt install menulibre
gnome-desktop-item-edit: need to install the gnome-panel package by running
sudo apt install gnome-panel
Note: gnome-desktop-item-edit is discarded since the Ubuntu 19.10 release.