Desktop shortcut or Add to Favourites 22.04

I searched a bit but was unable to find a reliable answer. Is there any method to add shortcuts to an AppImage or anything similar to the desktop or the dock? Say, I downloaded Firefox directly from Mozilla, it is neither Snap nor deb, but a " click and use " file to launch. Can we add a shortcut to it on the desktop or to the dock as a favourite?

I am using 22.04. Thanks.