Linux Programs are (afaik) launched with a command. Try hitting alt+F2 or
opening a terminal and typing in the name of the program. That will often
be all you need. Once you find the command, it is pretty easy to make a
shortcut for it on the desktop or put an entry in your start menu. Also,
things often get added to weird places in the start menu, so you may want to
check unexpected places (i.e., everywhere) if you have not already.

If you're still having problems after trying the above, post back with the
name of the program.