Swipe your finger across the screen and it will pull up one of your other screens. Then press on the screen with your finger and hold it there. Then an "Add to home screen" box will pop up, select "shortcuts", "widgets", "folders", etc (whatever you're wanting to add, shortcuts is for adding an application). After that, another box will pop up, and you select "applications" from there, scroll down through the list and find the ap you wish to add, and press it and it should put it on your screen.
In the future it would be helpful to provide a little more info about your phone, and if you're running any home replacements, etc so that people can make sure to provide the best help for ya. Welcome to the forum.