You can do this in other launchers easier, but if you go to Widgets in the app drawer there should be one called SETTINGS, once you add this it will give a menu of sub settings options like Battery, WiFi etc.
Finding the 'Widgets' option depends on your device though, Google Now launcher has it when you press the menu button, Samsung Launcher has it in the app drawer, Nova Launcher has the long press function... etc.
Alternatively I strongly recommend Power Toggles from the play store. You can add nearly any shortcut to this, though the odd one (e.g. Locations) requires root. It's a fantastic, flexible option. (I have no involvement with this app by the way, but I've used it for ages on all my devices)
Edit: From your comment you are using a Samsung Galaxy S5, which as you say, does not have this option. The only options I can think of are downloading widget(s) for the shortcuts you use, or downloading a new launcher like Nova Launcher that has the functionality you need. Alternatively you could just use the quick shortcuts in the notification settings, though the range of them is quite limited.