GNOME Shell - how to add a custom favorite app / change favorite's path?

If the application appears in "Activities" overview, then it probably has an associated .desktop file either in /usr/share/applications/ or in ~/.local/share/applications/.

Look for the asociated .desktop file in those two locations. If you find it in /usr/share/applications/ first copy it to ~/.local/share/applications/. Then edit the copied file using a text editor. Look for an Exec= line inside the .desktop file. Change it to a command you prefer.

If you just want to add another command without replacing the current one, you may add a custom [Desktop Action] in the .desktop file. Then the second command will be accessible from the context menu (right-click menu). See this answer for reference.

Alternatively, you may create a new .desktop launcher for the second command which will appear as a separate entry in "Activities" overview. One simple example:

[Desktop Entry]
Comment=A comment to describe the application
Terminal=false
Name=Application name to be shown
Exec=command (with full path) to launch the application
Type=Application
Icon=/path/to/icon/image

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If you wish to use a GUI tool to edit application launchers, you may try alacarte (aka "Main Menu"). You can install it by running

sudo apt install alacarte

1) sudo apt install alacarte

2) Then start alacarte and add a new menu item (in "Applications" folder, the main one),

Name: your_choice Command: sh -c 'some_command'

some_command could for example be wine ./.wine/drive_c/Program\ Files\ \(x86\)/Siber\ Systems/AI\ RoboForm/identities.exe or whatever you want to add to the Favorites bar and Activities menu.

3) Add an icon (click on the black/red no access image in the edit view) - use some image as an icon

4) Now go to 'Activities' (top left, Ubuntu) type part of your new item name as the search term (i.e. "your_choice" above). The newly created item (check it's the the right icon), right-click it and say "add to favorites". Adding it once it is started by right-clicking it on the favorites bar often DOES NOT work, especially with wine shortcuts. It has to be this original one.

5) Close the Activities menu and test the new icons in the favorites bar. Enjoy!