How to make a console application in Ubuntu?

Do you mean like an application launcher? Right-click one of the panels on your screen (If using GNOME, then the top one, doesn't matter though)> Select "Add to Panel"> Custom Application Launcher"> Add> Fill out name> Browse to the executable, select it as the command> If you want to add a comment that explains what it is, do so> Click OK. If it doesn't work, click Application> Application in Terminal, instead.