Mouse: Hold the left mouse button down (when the cursor is over the app icon) and drag. When you get it where you want it, let go of the button.
Touchpad: Same thing, left touchpad button - drag with the pad, let go of the button when the icon is where you want it.
If you're dragging to a folder, it helps if the folder is open. If it's closed you have to watch the folder to see when it changes color.