If you want to add a favorite to your shortcuts bar on Fedora, you have to create a .desktop file in ~/.local/share/applications. Create a file app.desktop and inside it have the following data filled…
[Desktop Entry] Type=Application Name=Sublime Exec=sublime Icon=/home/vvek/Installs/sublime_text_3/Icon/128x128/sublime-text.png
Exec refers to the executable name. In above scenario I have a soft link to executable in usr/bin so I have directly added sublime. It can also be /home/vvek/Installs/sublime_text_3/sublime.
After adding this file. You can just double click and open this from folder or just open from terminal and once app opens us, you can right click and add to favorites on your left side application bar.