If you're using Mac OS X, and want to save an extra few seconds by adding this to the Launchpad, it's possible, but requires a few extra steps.
(Some quick background - Launchpad only lets you add applications to the Launchpad. A .jnlp file uses an application to open, but isn't an application itself, so we have a package it up as an application for this to work.)
Follow the steps in the above article to download the .jnlp file and prepare it. Note where you placed the discover.jnlp file. (For the purposes of these instructions, I'll assume you put it on your Desktop.)
Open the AppleScript Editor application. You should find this in /Applications/Utilities.
Enter (or copy/paste) the following text into the AppleScript Editor, exactly as it appears:
do shell script "/System/Library/CoreServices/Java\\ Web\\ Start.app/Contents/MacOS/Java\\ Web\\ Start /Users/YourUserName/Desktop/discover.jnlp"
(Replace YourUserName with the short name of your Mac OS user account. If you placed the .jnlp file in a location other than your Desktop, change that part of the command accordingly. Note that if the path to the .jnlp includes any spaces, each space needs to be prepended with two backslashes. e.g. "/Users/surferman/My Awesome Apps/discover.jnlp" becomes "/Users/surferman/My\\ Awesome\\ Apps/discover.jnlp")
(Optional) To test that this works as expected, first make sure you don't have ad-hoc analysis already open (close it if you do). Then, click the Run button in AppleScript Editor.
Choose File > Save As. Select where to save the file, and specify a name. Select Application for the File Format. Click Save.
Now you have application package that you can use to launch ad-hoc analysis. To add it to the Launchpad now, just drag the app onto the Launchpad icon in the Dock (or move it to the /Applications folder, and it should automatically be added).