Create a desktop file:
[Desktop Entry]
Version=1.0
Type=Application
Terminal=false
Exec=/home/luiz/apps/GDevelop/GDevelop.AppImage
Name=GDevelop
Comment=No Code Game Engine
Categories=Game;
Icon=/home/luiz/apps/GDevelop/gdevelop.png
Copy the desktop file to $HOME/.local/share/applications/