To add an app or widget, press the Apps icon, select either Apps or Widgets, then log-press the one you want to add to a home screen.
To add a contact, press the Apps icon, select Widgets, and long-press the Contact widget. Drop it on a home screen. It will then prompt you for the contact you want to put there.
I haven't found a way to drop a file shortcut to a home screen without using a third-party app. I use ES File Manager to do that. Navigate to the file, long-press, and one of the options is Shortcut. It will put the shortcut on whichever home screen you had up when you opened ES File Manager.