Basically you need to create an SVG file for your home screen that is mapped to a particular "slot" on the application list. In my weather theme I use slot6 (first icon in second row), but it can be located anywhere.
Take a look at these threads to get some samples of SVG files and ideas:
*** Open Source Theme - FREE Plazmic and Composer source files *** - BlackBerry Forums at CrackBerry.com
SVG Samples and Tutorials - BlackBerry Forums at CrackBerry.com
How To Add A Weather Icon On Your Theme Homescreen | blackberrythemes.co.uk/news
Should get you started on the right track.