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Maybe this is not such an obvious thing, but I really like quick access to the FileManager that is build-in to Kodi, and it took me a while to figure out how to add this to my favourites.
On top of that: I use the Amber skin, which allows me to put any item in my favourites to be placed on the main menu. 
So ... in the userdata directory, you'll find (or create) a file called "favourites.xml", add the following line to your favorites:
<favourite name="FileManager">ActivateWindow(filemanager)</favourite>
And now the FileManager exists in your favorites (might need to restart XBMC/Kodi).
