You know how when you build a superweapon, an icon shows up at the right side of your screen? Well, is there a way to make those appear for other things such as a structure that is added into the map?

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yes its possible but only with .ini files which are NOT compatible with multiplayer maps (unless all players already downloaded and installed the map BEFORE they even started zero hour)

Any tutorial on how to do that?

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annihilation sure could tell you how to do it, but i cant because i dont use .ini files.. sorry.
maybe you find something with google or you have to wait for annihilation.

SpecialPower SuperweaponNeutronMissile
Enum = SPECIAL_NEUTRON_MISSILE
ReloadTime = 360000 ; in milliseconds. min is 2x door/open close time!
; InitiateSound = AirRaidSiren ; plays at source
InitiateAtLocationSound = AirRaidSiren ; plays at target
PublicTimer = Yes
ViewObjectDuration = 40000
ViewObjectRange = 250
RadiusCursorRadius = 210
ShortcutPower = Yes ;Capable of being fired by the side-bar shortcut.
AcademyClassify = ACT_SUPERPOWER ;Considered a powerful special power that a player could fire. Not for simpler unit based powers.
End

tadaaa! :)
and following this, China nuke has 2 buttons

CommandButton Command_NeutronMissile
Command = SPECIAL_POWER
SpecialPower = SuperweaponNeutronMissile
Options = NEED_SPECIAL_POWER_SCIENCE NEED_TARGET_POS CONTEXTMODE_COMMAND
TextLabel = CONTROLBAR:NeutronMissile
ButtonImage = SNNukeLaunch
ButtonBorderType = ACTION ; Identifier for the User as to what kind of button this is
DescriptLabel = CONTROLBAR:TooltipFireNukeMissile
RadiusCursorType = NUCLEARMISSILE
InvalidCursorName = GenericInvalid
End

CommandButton Command_NeutronMissileFromShortcut
Command = SPECIAL_POWER_FROM_SHORTCUT
SpecialPower = SuperweaponNeutronMissile
Options = NEED_SPECIAL_POWER_SCIENCE NEED_TARGET_POS CONTEXTMODE_COMMAND
TextLabel = CONTROLBAR:NeutronMissileShortcut
ButtonImage = SNNukeLaunch
ButtonBorderType = ACTION ; Identifier for the User as to what kind of button this is
DescriptLabel = CONTROLBAR:TooltipFireNukeMissile
RadiusCursorType = NUCLEARMISSILE
InvalidCursorName = GenericInvalid
End

Sorry I took so long.

You'll need to follow the basic modding tutorial, open up CommandSet.ini, and search for SpecialPowerShortcut. There you will be able to find the sidebar buttons for each faction.

Then mix and match them as you see fit, and add them to a map.ini. Example:

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