Floating Icons is one of the many features of the Galaxy S6 which lets you have a quick access to your favorite applications by showing the apps' icons on the screen as floating icons.
To add floating icons on Galaxy S6 home screen as apps shortcuts, do as follows:
1. Go to Settings > Device > Multi Window and turn on the Multi Window feature
2. Open the supported app you want to turn it to a floating icon
3. Drag down from the top edge diagonally to see the application as a pop-up
** If you find this method hard to use, read How to Open Apps as Pop Up in Galaxy S6
4. Now all you have to do is just pressing the Home button, so the pop-up view turns to a floating icon on the Galaxy S6