First off, right click your applications menu and hit "Edit Menus"
The Menu editor will appear . In the left panel select the category like accessibility, Debian, accessories etc. The right panel will update with the entries in that category.
After you have selected the category, click on the New Item Button
Another dialog will appear, thats where you will make the actual entry.In this case I will add a Firefox entry.
First of all select what type of application it is. You can select application or application in terminal, both are quite self explanatory, you can also select a file.
Fill name with the application name or whatever you want. Fill command with the applications command, in this case its firefox. If you selected file in the first box instead of application, you can browse for the file or just add the path to it.
Comment is rather self explanatory.Now, select an icon by clicking the button to the left, in this case since i haven't selected one yet It sais no Icon
Hit the ok Button that's it.