Drag from Run Application dialog to launcher
When you start to type into the "run application" dialog, you get a list of possible matches. You should be able to drag one of those to the launcher to add as an application.
Also, you should be able to drag the thing you're typing onto the launcher and have it add as an application on the launcher, complete with any arguments you put on the command line. If no .desktop file exists, one should be created in some standard location.