Create a file named Postman.desktop under ~/.local/share/applications with below content:
[Desktop Entry] Type=Application Version=1.0 Name=Postman Comment=Supercharge your API workflow Icon=/home/zzh/Downloads/sfw/Postman/app/resources/app/assets/icon.png Exec="/home/zzh/Downloads/sfw/Postman/Postman" Terminal=false
After saving the file, if you can't find the Postman icon in Show Applications, manually run /home/zzh/Downloads/sfw/Postman/Postman, then right click the appeared Postman icon and select 'Add to Favorites'.