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Hi Yankeee,
There is also a long way to perform the task, just so you are well informed.
Menu > Settings > More > Airplane Mode.
I hope this helps.
Pull the notification bar, then either pull it down again or tap on it. You'll find a toggle to turn on Airplane mode there.
Here are other new lollipop features
http://talk.sonymobile.com/t5/Software-Updates/Lollipop-New-Features/m-p/955490#U955490
@Jake
Is there any way to add a shortcut outside like the wifi and the bluetooth icons in the notifications bar
This can be added to the Notification bar.
Drag the bar down, tap on the Pencil Symbol, find Airplane mode, tap and drag the Airplane down to where you want it on the notification tab.
thanks alot 
Not a problem, glad we could help 
Is there also a way to activate airplane mode right after turning the phone on? So before it would search for a network?
If you switch off your phone while on Airplane mode, it will start in Airplane mode also.