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