How to add commands to run (WIN+R) to run programs like Firefox, Sublime etc

Windows Run dialog basically runs programs that exist in your path. It is great for running windows software (I use it all the time to run Notepad). It cannot be scripted, and you would need to add any folder that you have required files in, to your path, which is not really practical.

What Windows are you using?

Windows 7+ has a search in Start, so basically you press WIN key and start typing, and it starts search. It searches everything that you have in your start menu, and even more. I actually use it more than run dialog because I can press win key and start typing, and it usually finds what I need.

Before Windows 7 I was using Launchy which is highly adaptive and at the time was a great quick launch utility.

I hope you can use some of this.