Bought the game for my neiphew's birthday yesterday, he had been playing the demo and he loved it, so after buying it and downloading the game, installed it, everything went perfect however it never made a launch icon under Applications/Games in the menu. 

Ubuntu either 8.04 or 8.10, can't remember
32-bit
3 ghz processor
radeon 9600 pro

I use tar.gz version and don't know exactly if deb version provide and allow .desktop files and/or update-desktop-database procedure, but you can always make icons in Gnome for your menu via:
alacarte
and just navigate to your binary and icon. You can also drag and drop that icon on your Desktop if you want.

The .deb and .rpm packages do include a .desktop file so installing the package should add it to the application menu (if your desktop environment conforms to the XDG menu spec). Some desktop environments file the game under "Games/Puzzle" or something similar (i.e. not directly under Games). Maybe that was what happened in this case?

If you still can't find it, make sure your operating system is up to date, then try reinstalling the package (maybe something weird went wrong during installation). As a last resort, you can always start the game on the command line by typing "WorldOfGoo" (or "WorldOfGooDemo" if you installed the demo instead).

It was just the full version, the demo put the icon in right

I downloaded the tar.gz version and noticed it has more files than the .deb download and the tar worked, but I still wanted it installed right so I gave it a few days and downloaded the .deb again. This time everything worked perfect, I might of had a bad download the first time or the .deb might have been corrupt and someone has fixed it.  Anyhow all is well.  Thanks everyone for your help.