Create an icon/Shortcut in main menu
Spaces are not recognized in Ubuntu file paths.
You should either rename the directory so there is not a space, or you can use \
to denote the space in the file path. It should also work to use quotations.
Examples
Exec=/home/pedro/Programas\ Baixados/SweetHome3D-6.5.2/SweetHome3D
Or
Exec="/home/pedro/Programas Baixados/SweetHome3D-6.5.2/SweetHome3D"