From any workspace window, select the Workspace/New object... command from the main menu (or hotkey Ctrl+Shift+N).
The same operation is executable from the context menu of the workspace window.
Once the operation is activated, a prompt window will be displayed in which all available object types are listed, select Tools/Shell commands, then provide the name and optionally the description.
Press Create (or hotkey Return) to create the object, or Cancel (or hotkey Esc) to cancel the current operation.
NOTE: See Create a new object in workspace for more information.