Adding to the launcher an application in last versions of Ubuntu is really easy if you can find it in your applications.
But how to do it if you downloaded some specific application, not fully integrated to Unity?
The solution is simple, create a new file in your ~/.local/share/applications folder with an extension .desktop. Then copy the following content inside:
[Desktop Entry]
# Name of the application
Name=Eclipse
# The path of the application to launch
Exec=/home/user/Applications/Eclipse/eclipse
# An icon for the application, optional
Icon=/home/user/Applications/Eclipse/eclipse.xpm
# The type of the application
Type=Application
# Categories for the application, optional
Categories=Utility;Application;
Change the content to match your application installation (I took Eclipse like example), save the file and you should now find your application in the list of applications. You just have to drag and drop it to your launchers bar.
You can get more details in the Ubuntu documentation : https://help.ubuntu.com/community/UnityLaunchersAndDesktopFiles. You could find some useful options to customize your launcher on that page.