As root create a file called /usr/share/applications/owasp-zap.desktop containing:
[Desktop Entry]
Name=OWASP ZAP
Exec=/opt/owasp/ZAP_2.8.0/zap.sh
Icon=/opt/owasp/ZAP_2.8.0/zap.ico
Categories=Programming;Security;
Type=Application
Make sure you correct the paths to match your environment!