How to add a quick-launch icon in my Dock for a program I've downloaded? I've downloaded jmeter and put it in my Applications folder.
I've made it executable.
I can cd to /Applications/apache-jmeter-2.11/bin and can run it in a terminal with 

$ ./jmeter


or by double-clicking the icon from the finder.

How can I add the program as a shortcut (icon) on the main application icon launcher bar ('Dock') on a Mac, similar to programs such as browsers, MS Outlook, gitx, etc?
You can use AppleScript to make a .app file for this (That is the only file type that can go in the left side of the dock). It is in /Applications/Utilities/AppleScript Editor and when you make a new file you can put in do shell script "/Applications/apache-jmeter-2.11/bin/jmeter". I do this all the time for shell scripts, so I can access them easily. Then you can save and choose "app" near the bottom of the Save sheet. This will create an app file that you can put in, say, the folder above bin which can be dragged into the Dock. 


tell app "Terminal"
    activate
    do script "/Applications/apache-jmeter-2.11/bin/jmeter"
end


is what you will need if jmeter writes to the terminal.