sup, remember that linux is case-sensitive so you have to write, "lmms" instead of "LMMS"
If you wan't to put it in your Main Menu, go to:
Once there, click on "Sound & Video" in the menu to your left and click "New Item"
The name and the the comment are optional (I believe) and type "lmms" in the "command" box
If you see the icon come up, it means it is the right command and that it has been installed
Add visibility (if not already visible) and you should be done.
Hope I was helpful, cheers!