Adding Applications to "The System"?

Apologies if this title isn't very well crafted .. I'm trying to learn how to install applications so that they show up when I search in the "Start" button .. It seems that when I install something by downloading a file from outside the "Software Library", it isn't added in the same was as those installed from inside the library .. For example, I downloaded and installed Bitwarden as an appimage, but then everytime I wanted to launch it, I had to do so by doubleclicking the appimage in the Downloads folder.. I finally ended up deleting it and installing from the Library, and it now works as I hoped.

I then installed Anaconda by grabbing the shell script, choosing to install it in the default location as it's what's recommended .. but now I can't search for it again from the search.. This is how I usually interact with my programs, I don't pin them to the taskbar or add shortcuts to the desktop..

While I have issues with these apps showing up, and having to navigate to their location manually, webapps (like Photopea) seem to show up in the search, so I am not sure what the best option is here to get them to be indexed properly by whatever handles the search

I'm not sure about this one, but hopefully this can help:

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do they show up if you reboot the computer?

@wild no, not if installed from outside the Software interface - I have to navigate to wherever they're stored (for me it was Bitwarden, and it was in my downloads folder, and launch it from there - although perhaps this wasn't the ideal way to acquire the software, I wasn't sure what I should have chosen from the Software library as there were multiple options and I didn't want to download something that wasn't legitimate)

Whether applications show up in the App Menu and under what category is determined in the .desktop file for the application.
These are stored in /usr/share/applications or if locally installed, ~/.local/share/applications
Appimages and the like often do not include a .desktop file.
Software installed from source often does, but not always.
But the user can create and place a .desktop file for any application that they wish to include in the App Menu.
Here is a handy guide on how to create a .desktop file for your applications: