Follow the below tree in SPRO and select "Define Navigation Bar Profile":
In first folder "Define Logical Links" you should already have links to your own rapid application (created by the standard wizard for rapid applications).
Now you can create a new direct link group by choosing folder "Define Direct Link Groups" and than create e new entry as shown in selected record on the right.
Next you have to assign required logical link to your own direct link group by choosing folder "Assign Links To Direct Link Group" (with required direct link group selected). Add entries and put the position as shown below.
Now go back to spro and follow below tree than select "Define Business Role"
Search and select your business role and go to folder "Adjust Direct Link Groups"
Search and select you direct link group and go to folder "Adjust Direct Links"
Now you can choose which links has to be visible by check the related check-box.
Go to your Web UI and choose the business role used in the steps above, you should have new links on the navigation bar:
