How can I turn the following code into a desktop shortcut that will launch in Gnome Term?

#!/bin/sh
cd /home/jmariscal/.wine/drive_c/Program\ Files/WatchGuard_10_2/wsm10.2wfs/
env WINEPREFIX="/home/jmariscal/.wine" wine "CProgram Files\WatchGuard_10_2\wsm10.2\wfs\AppMngr.exe"