Hello,
KDE Plasma is in a bit of reshaping process. With that in mind, “Custom Shortcuts” is for now dealt with the khotkeys package, and will provide this interface to set things up:
Hence custom entries will be created trough this menu at the bottom:
In newer KDE Plasma that is easier to deal with, and all custom entries will be in the same place:
So, by pressing + Add Application… will provide a simple command window for it.