I notice that sometimes after installing something from the Software Center, the software gets added to a menu and I get a nice message telling me how to launch it. Other times I get none of these and I have no idea how to launch the application.
In those cases I usually try pressing Alt-F2 and try to guess the name of the executable. Is there any way to improve this situation? What's the best way to "finish the job" of installing software that leaves me in this situation (i.e. add it to a menu)?
That's depend on how the software is packaged. Almost every application installable by Software Center are then added to the Menu. But some minor application ( some application don't have an icon on Software Center, that is a good advice that won't be shown in the Menu ) or command line applications aren't packaged to be shown on the Menu.
Some applications are missing the .desktop file necessary to show an item in the menu. I grabbed the kraft source and it looks like it does have a .desktop file so something else must be wrong. Please file a bug on Kraft.