I have ZTE Overture 2 running Lollipop and I can't figure out how to do this at all. In my Android 4.0.x phone, I would simply go to the Apps button/icon, press and hold any app's icon, and drag it to any of the home screens. Now, when I do that in Android Lollipop, the icon stays in the home screen and there is a bar to the top with a trash can icon to the left and the word Uninstall to the right. I can't figure out how to cancel this act, so I am forced to restart my phone and I am left still not knowing how to add a shortcut to an app to the home screen.
I moved some programs to the SD card and now that I restarted my phone, they are no longer on the home screen and one folder in which I had some icons, is gone entirely.