Using gnome-desktop-item-edit
For this you need gnome-tweak-tool or gnome-shell installed
Use ALT+F2 and type
gnome-desktop-item-edit --create-new ~/Desktop
This will open the dialog Create Launcher

You can put this .desktop file in /home/<username>/.local/share/applications/ to make it appear in the dash
Using alacarte
For this method, you need alacarte installed.Do it by
sudo apt-get install alacarte
And use ALT+F2 and type in alacarte
You will get this dialog:

Select the category you want and click "New Item"
You will get this dialog

Click OK . It will appear in the dash
Sources:
Bruno Pereira's answer
Binarylife's answer
Kikixx's answer