Most applications are told during nstallation process to create a .desktop entry and be added to the app menu. But not all software you install include this in the installation. This is more true when building from source.
To add a program to the app menu, create a .desktop file in your ~/.local/share/applications directory.
Just create a new document, then name it by that application name .desktop. As an example, if I was making one for gimp, it would be gimp.desktop.
Within that document, paste in this template:
[Desktop Entry]
Name=Application Name
Comment=(Description)
Exec=/full/path/to/application/executable
Terminal=false
Type=Application
Icon=/full/path/to/icon-file
Replace the "Full/path/to..." sections with the full path to the icon and the program executable.
You can reference finding the Application Name where you asked, here: