If you want to add a file or application to your dock, you can always just click and drag it over. Or, as OS X Daily points out, you can just use a keyboard shortcut from Finder.
All you need to do is highlight the app or file in Finder, then tap Ctrl+Shift+Command+T. This will add whatever you’ve highlighted to the dock. It’s not something you’ll use everyday, but it does adding items a lot quicker.