Some applications give you the option to add a custom shortcut to the app through long-pressing the launcher screen ("add to homescreen" - "shortcuts"). They allow the app to be launched with a certain parameter or something, for example a shortcut to a page you've bookmarked and it would open it directly in the browser.
How do I add something similar to my app?
You are looking for "Android App Widgets". Please research on Android App Widgets. see these links below http://developer.android.com/guide/topics/appwidgets/index.html , http://www.vogella.com/articles/AndroidWidgets/article.html and then to start the appropriate applications you will have to create the intent filters. Hope this guides you in the right direction.