If you add an application.exe as a sub-key at HKEY_LOCAL_MACHINE\SOFTWARE\Microsoft\Windows\CurrentVersion\App Paths, you can start is from the Run line.
The sub-key name should be in the form of application.exe. An unnamed Value Name at this key, a string data type, contains the fully qualified path to application.exe, like <Drive:>\Folder\application.exe.
NOTE: If you use a REG_EXPAND_SZ data type, you can use environment variables in the string.
You may also add a Path Value Name, a string or REG_EXPAND_SZ data type, that contains the path to the application.exe, like <Drive:>\Folder.