I am not sure what you are asking, I suppose by "the button" you mean the launcher icon? See Kerry_s's post for the template to make a .desktop file, and the Icon= line has to be supplied by you (point it to a jpg or png file that represents your script) then make the .desktop file executable, put it in ~/.local/share/applications and it will appear in the dash if you search for it (may need a logout/login) and once you find it then you can pin it to the unity launcher like you do with other applications. No, they don't get pinned there automatically and it makes sense, you don't want every single application you install to show up at the launcher, just the "quick launch" ones.
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