I downloaded some games from the humblebundle, but most of them don't have deb files. They run fine after extracting them and double clicking on the executable, but unity doesn't automatically find them so I can't search for them, or add them to the side bar.

I tried to drag the executable onto the side bar, but it just dimmed and didn't do anything once I dropped it. I also tried to right-click on the executable in and clicked on "Make Link", but I couldn't drop that onto the side bar either.

I would prefer a solution that does not require using the terminal or editing configuration files by hand if possible.